ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 03-Jan-2022
Day Change Summary
Previous Current
31-Dec-2021 03-Jan-2022 Change Change % Previous Week
Open 120-300 120-280 -0-020 -0.1% 120-302
High 121-010 120-285 -0-045 -0.1% 121-012
Low 120-275 120-135 -0-140 -0.4% 120-230
Close 120-312 120-140 -0-172 -0.4% 120-312
Range 0-055 0-150 0-095 172.7% 0-102
ATR 0-106 0-111 0-005 4.8% 0-000
Volume 447,029 907,964 460,935 103.1% 2,148,802
Daily Pivots for day following 03-Jan-2022
Classic Woodie Camarilla DeMark
R4 121-317 121-218 120-222
R3 121-167 121-068 120-181
R2 121-017 121-017 120-168
R1 120-238 120-238 120-154 120-212
PP 120-187 120-187 120-187 120-174
S1 120-088 120-088 120-126 120-062
S2 120-037 120-037 120-112
S3 119-207 119-258 120-099
S4 119-057 119-108 120-058
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
5 121-012 120-135 0-198 0.5% 0-082 0.2% 3% False True 553,552
10 121-182 120-135 1-048 1.0% 0-081 0.2% 1% False True 534,171
20 121-182 120-135 1-048 1.0% 0-101 0.3% 1% False True 683,376
40 121-300 120-072 1-228 1.4% 0-126 0.3% 12% False False 703,397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 122-282
2.618 122-038
1.618 121-208
1.000 121-115
0.618 121-058
HIGH 120-285
0.618 120-228
0.500 120-210
0.382 120-192
LOW 120-135
0.618 120-042
1.000 119-305
1.618 119-212
2.618 119-062
4.250 118-138
Fisher Pivots for day following 03-Jan-2022
Pivot 1 day 3 day
R1 120-210 120-232
PP 120-187 120-202
S1 120-163 120-171

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

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