ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 04-Jan-2022
Day Change Summary
Previous Current
03-Jan-2022 04-Jan-2022 Change Change % Previous Week
Open 120-280 120-162 -0-118 -0.3% 120-302
High 120-285 120-175 -0-110 -0.3% 121-012
Low 120-135 120-102 -0-032 -0.1% 120-230
Close 120-140 120-138 -0-002 0.0% 120-312
Range 0-150 0-072 -0-078 -51.7% 0-102
ATR 0-111 0-108 -0-003 -2.5% 0-000
Volume 907,964 949,320 41,356 4.6% 2,148,802
Daily Pivots for day following 04-Jan-2022
Classic Woodie Camarilla DeMark
R4 121-036 120-319 120-177
R3 120-283 120-247 120-157
R2 120-211 120-211 120-151
R1 120-174 120-174 120-144 120-156
PP 120-138 120-138 120-138 120-129
S1 120-102 120-102 120-131 120-084
S2 120-066 120-066 120-124
S3 119-313 120-029 120-118
S4 119-241 119-277 120-098
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
5 121-012 120-102 0-230 0.6% 0-088 0.2% 15% False True 651,549
10 121-122 120-102 1-020 0.9% 0-078 0.2% 10% False True 552,333
20 121-182 120-102 1-080 1.0% 0-099 0.3% 9% False True 694,905
40 121-278 120-072 1-205 1.4% 0-124 0.3% 12% False False 727,046
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-163
2.618 121-045
1.618 120-292
1.000 120-248
0.618 120-220
HIGH 120-175
0.618 120-147
0.500 120-139
0.382 120-130
LOW 120-102
0.618 120-058
1.000 120-030
1.618 119-305
2.618 119-233
4.250 119-114
Fisher Pivots for day following 04-Jan-2022
Pivot 1 day 3 day
R1 120-139 120-216
PP 120-138 120-190
S1 120-138 120-164

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

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