ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 03-Dec-2021
Day Change Summary
Previous Current
02-Dec-2021 03-Dec-2021 Change Change % Previous Week
Open 121-282 121-185 -0-098 -0.2% 121-218
High 121-292 121-315 0-022 0.1% 122-120
Low 121-148 121-138 -0-010 0.0% 121-138
Close 121-175 121-310 0-135 0.3% 121-310
Range 0-145 0-178 0-032 22.4% 0-302
ATR 0-146 0-149 0-002 1.5% 0-000
Volume 20,926 18,376 -2,550 -12.2% 960,265
Daily Pivots for day following 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 123-147 123-086 122-088
R3 122-289 122-228 122-039
R2 122-112 122-112 122-023
R1 122-051 122-051 122-006 122-081
PP 121-254 121-254 121-254 121-269
S1 121-193 121-193 121-294 121-224
S2 121-077 121-077 121-277
S3 120-219 121-016 121-261
S4 120-042 120-158 121-212
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 124-243 124-099 122-156
R3 123-261 123-117 122-073
R2 122-278 122-278 122-045
R1 122-134 122-134 122-018 122-206
PP 121-296 121-296 121-296 122-012
S1 121-152 121-152 121-282 121-224
S2 120-313 120-313 121-255
S3 120-011 120-169 121-227
S4 119-028 119-187 121-144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-120 121-138 0-302 0.8% 0-178 0.5% 57% False True 192,053
10 122-120 120-272 1-168 1.2% 0-177 0.5% 73% False False 1,117,406
20 122-165 120-272 1-212 1.4% 0-147 0.4% 67% False False 982,729
40 122-240 120-272 1-288 1.6% 0-130 0.3% 59% False False 1,037,183
60 123-252 120-272 2-300 2.4% 0-114 0.3% 38% False False 993,402
80 123-300 120-272 3-028 2.5% 0-103 0.3% 36% False False 903,199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-109
2.618 123-140
1.618 122-282
1.000 122-172
0.618 122-105
HIGH 121-315
0.618 121-247
0.500 121-226
0.382 121-205
LOW 121-138
0.618 121-028
1.000 120-280
1.618 120-170
2.618 119-313
4.250 119-023
Fisher Pivots for day following 03-Dec-2021
Pivot 1 day 3 day
R1 121-282 121-282
PP 121-254 121-254
S1 121-226 121-226

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

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