ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 05-Jan-2022
Day Change Summary
Previous Current
04-Jan-2022 05-Jan-2022 Change Change % Previous Week
Open 120-162 120-160 -0-002 0.0% 120-302
High 120-175 120-172 -0-002 0.0% 121-012
Low 120-102 120-028 -0-075 -0.2% 120-230
Close 120-138 120-038 -0-100 -0.3% 120-312
Range 0-072 0-145 0-072 100.0% 0-102
ATR 0-108 0-111 0-003 2.4% 0-000
Volume 949,320 1,016,140 66,820 7.0% 2,148,802
Daily Pivots for day following 05-Jan-2022
Classic Woodie Camarilla DeMark
R4 121-194 121-101 120-117
R3 121-049 120-276 120-077
R2 120-224 120-224 120-064
R1 120-131 120-131 120-051 120-105
PP 120-079 120-079 120-079 120-066
S1 119-306 119-306 120-024 119-280
S2 119-254 119-254 120-011
S3 119-109 119-161 119-318
S4 118-284 119-016 119-278
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
5 121-010 120-028 0-302 0.8% 0-097 0.3% 3% False True 747,501
10 121-045 120-028 1-018 0.9% 0-079 0.2% 3% False True 592,026
20 121-182 120-028 1-155 1.2% 0-101 0.3% 2% False True 707,427
40 121-275 120-028 1-248 1.5% 0-124 0.3% 2% False True 752,367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-149
2.618 121-232
1.618 121-087
1.000 120-318
0.618 120-262
HIGH 120-172
0.618 120-117
0.500 120-100
0.382 120-083
LOW 120-028
0.618 119-258
1.000 119-202
1.618 119-113
2.618 118-288
4.250 118-051
Fisher Pivots for day following 05-Jan-2022
Pivot 1 day 3 day
R1 120-100 120-156
PP 120-079 120-117
S1 120-058 120-077

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

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