ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 06-Jan-2022
Day Change Summary
Previous Current
05-Jan-2022 06-Jan-2022 Change Change % Previous Week
Open 120-160 120-042 -0-118 -0.3% 120-302
High 120-172 120-072 -0-100 -0.3% 121-012
Low 120-028 119-270 -0-078 -0.2% 120-230
Close 120-038 119-278 -0-080 -0.2% 120-312
Range 0-145 0-122 -0-022 -15.5% 0-102
ATR 0-111 0-112 0-001 0.7% 0-000
Volume 1,016,140 1,078,231 62,091 6.1% 2,148,802
Daily Pivots for day following 06-Jan-2022
Classic Woodie Camarilla DeMark
R4 121-041 120-282 120-025
R3 120-238 120-159 119-311
R2 120-116 120-116 119-300
R1 120-037 120-037 119-289 120-015
PP 119-313 119-313 119-313 119-302
S1 119-234 119-234 119-266 119-212
S2 119-191 119-191 119-255
S3 119-068 119-112 119-244
S4 118-266 118-309 119-210
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
5 121-010 119-270 1-060 1.0% 0-109 0.3% 2% False True 879,736
10 121-028 119-270 1-078 1.0% 0-084 0.2% 2% False True 644,193
20 121-182 119-270 1-232 1.4% 0-101 0.3% 1% False True 714,453
40 121-275 119-270 2-005 1.7% 0-125 0.3% 1% False True 779,251
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 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-273
2.618 121-073
1.618 120-271
1.000 120-195
0.618 120-148
HIGH 120-072
0.618 120-026
0.500 120-011
0.382 119-317
LOW 119-270
0.618 119-194
1.000 119-148
1.618 119-072
2.618 118-269
4.250 118-069
Fisher Pivots for day following 06-Jan-2022
Pivot 1 day 3 day
R1 120-011 120-062
PP 119-313 120-028
S1 119-295 119-312

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

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