ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 31-Dec-2021
Day Change Summary
Previous Current
30-Dec-2021 31-Dec-2021 Change Change % Previous Week
Open 120-252 120-300 0-048 0.1% 120-302
High 120-310 121-010 0-020 0.1% 121-012
Low 120-248 120-275 0-028 0.1% 120-230
Close 120-290 120-312 0-022 0.1% 120-312
Range 0-062 0-055 -0-008 -12.0% 0-102
ATR 0-110 0-106 -0-004 -3.6% 0-000
Volume 417,055 447,029 29,974 7.2% 2,148,802
Daily Pivots for day following 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 121-151 121-127 121-023
R3 121-096 121-072 121-008
R2 121-041 121-041 121-003
R1 121-017 121-017 120-318 121-029
PP 120-306 120-306 120-306 120-312
S1 120-282 120-282 120-307 120-294
S2 120-251 120-251 120-302
S3 120-196 120-227 120-297
S4 120-141 120-172 120-282
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 121-279 121-238 121-049
R3 121-177 121-136 121-021
R2 121-074 121-074 121-011
R1 121-033 121-033 121-002 121-054
PP 120-292 120-292 120-292 120-302
S1 120-251 120-251 120-303 120-271
S2 120-189 120-189 120-294
S3 120-087 120-148 120-284
S4 119-304 120-046 120-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-012 120-230 0-102 0.3% 0-061 0.2% 80% False False 429,760
10 121-182 120-230 0-272 0.7% 0-075 0.2% 30% False False 522,160
20 121-182 120-172 1-010 0.9% 0-103 0.3% 42% False False 696,074
40 121-300 120-072 1-228 1.4% 0-127 0.3% 44% False False 680,737
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-244
2.618 121-154
1.618 121-099
1.000 121-065
0.618 121-044
HIGH 121-010
0.618 120-309
0.500 120-302
0.382 120-296
LOW 120-275
0.618 120-241
1.000 120-220
1.618 120-186
2.618 120-131
4.250 120-041
Fisher Pivots for day following 31-Dec-2021
Pivot 1 day 3 day
R1 120-309 120-302
PP 120-306 120-292
S1 120-302 120-281

These figures are updated between 7pm and 10pm EST after a trading day.

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