ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 13-Jan-2022
Day Change Summary
Previous Current
12-Jan-2022 13-Jan-2022 Change Change % Previous Week
Open 119-238 119-200 -0-038 -0.1% 120-280
High 119-280 119-302 0-022 0.1% 120-285
Low 119-192 119-180 -0-012 0.0% 119-202
Close 119-248 119-272 0-025 0.1% 119-235
Range 0-088 0-122 0-035 40.0% 1-082
ATR 0-108 0-109 0-001 1.0% 0-000
Volume 979,299 944,034 -35,265 -3.6% 5,054,460
Daily Pivots for day following 13-Jan-2022
Classic Woodie Camarilla DeMark
R4 120-299 120-248 120-020
R3 120-177 120-126 119-306
R2 120-054 120-054 119-295
R1 120-003 120-003 119-284 120-029
PP 119-252 119-252 119-252 119-264
S1 119-201 119-201 119-261 119-226
S2 119-129 119-129 119-250
S3 119-007 119-078 119-239
S4 118-204 118-276 119-205
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
5 119-312 119-132 0-180 0.5% 0-102 0.3% 78% False False 1,016,293
10 121-010 119-132 1-198 1.3% 0-105 0.3% 27% False False 948,015
20 121-182 119-132 2-050 1.8% 0-096 0.3% 20% False False 765,580
40 121-275 119-132 2-142 2.0% 0-122 0.3% 18% False False 903,322
60 121-300 119-132 2-168 2.1% 0-120 0.3% 17% False False 604,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-183
2.618 120-303
1.618 120-181
1.000 120-105
0.618 120-058
HIGH 119-302
0.618 119-256
0.500 119-241
0.382 119-227
LOW 119-180
0.618 119-104
1.000 119-058
1.618 118-302
2.618 118-179
4.250 117-299
Fisher Pivots for day following 13-Jan-2022
Pivot 1 day 3 day
R1 119-262 119-254
PP 119-252 119-236
S1 119-241 119-218

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

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