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Dec YM, 4.25% Stretch, (3,-1) price rotations

Thanks Paul 9,
I've applied the Stretch calculation from the web site description, where again, I am grateful for the depth of information provided at THANK$!:
22 Nov price rotations: Basis Dec YM intra-day trading from unchanged, 22 Nov, Toby Crabel's Stretch calculation (Stretch=16=X and 4.25%X=68) ... one counter trend move up and three moves with the trend, i.e., (3, -1), developed as, +4.25%X (unchanged, 11179+68= 11247, 22 Nov high=11244, which is the counter trend move) and three moves with the trend, i.e., 68 x 3= 204 almost to the 22 Nov low at 11031.
Summary: opening move is counter trend, 11179+68=11247; (11244, high)
Three 4,25% counter trending moves, i.e., 4.25%X= 68x3=204 ........ 11244-204=11040 (22 Nov low: 11031).
Note: The (3, -1) trend and counter-trend (3, -1), (3, -2, and (3, -3) was published by another technician more than ten years ago.
If you know who shared this theory, please provide the source. Ackownledging the source is important.
It's now 12:30PDT with Dec YM trading around 11126 after failing 11140. My point, unchanged, 11179-68= 11,111 projected close.
Projected 11,111 projected closed was projected from unchanged and should have been calculated from the low, i.e,. 11031. Basis Dec YM price rotations trending (3, -1) and counter trend (3, -1), (3, -2) and (3, -3) where Stretch=16=X and 4.25%X=68. 'Fading first move' intra-day trading strategy from unchanged, 11179+68=11247 (high:11244 {-1 up}). 11247-204=11040 (low:11031{3 down}). Target close should have targeted the counter trend {-2}... 11031+136=11167 (136=4.25X twice). 13:04PDT last ymz0 11157. The strategy produced profits today, even if my 'low bounce' calculation was mistaken.