ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 07-Jan-2022
Day Change Summary
Previous Current
06-Jan-2022 07-Jan-2022 Change Change % Previous Week
Open 120-042 119-288 -0-075 -0.2% 120-280
High 120-072 119-312 -0-080 -0.2% 120-285
Low 119-270 119-202 -0-068 -0.2% 119-202
Close 119-278 119-235 -0-042 -0.1% 119-235
Range 0-122 0-110 -0-012 -10.2% 1-082
ATR 0-112 0-112 0-000 -0.1% 0-000
Volume 1,078,231 1,102,805 24,574 2.3% 5,054,460
Daily Pivots for day following 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 120-260 120-198 119-296
R3 120-150 120-088 119-265
R2 120-040 120-040 119-255
R1 119-298 119-298 119-245 119-274
PP 119-250 119-250 119-250 119-238
S1 119-188 119-188 119-225 119-164
S2 119-140 119-140 119-215
S3 119-030 119-078 119-205
S4 118-240 118-288 119-174
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 123-275 123-018 120-136
R3 122-192 121-255 120-026
R2 121-110 121-110 119-309
R1 120-172 120-172 119-272 120-100
PP 120-028 120-028 120-028 119-311
S1 119-090 119-090 119-198 119-018
S2 118-265 118-265 119-161
S3 117-182 118-008 119-124
S4 116-100 116-245 119-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-285 119-202 1-082 1.1% 0-120 0.3% 8% False True 1,010,892
10 121-012 119-202 1-130 1.2% 0-090 0.2% 7% False True 720,326
20 121-182 119-202 1-300 1.6% 0-101 0.3% 5% False True 732,593
40 121-275 119-202 2-072 1.9% 0-122 0.3% 5% False True 806,412
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 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-140
2.618 120-280
1.618 120-170
1.000 120-102
0.618 120-060
HIGH 119-312
0.618 119-270
0.500 119-258
0.382 119-245
LOW 119-202
0.618 119-135
1.000 119-092
1.618 119-025
2.618 118-235
4.250 118-055
Fisher Pivots for day following 07-Jan-2022
Pivot 1 day 3 day
R1 119-258 120-028
PP 119-250 119-310
S1 119-242 119-272

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

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