ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 08-Dec-2021
Day Change Summary
Previous Current
07-Dec-2021 08-Dec-2021 Change Change % Previous Week
Open 121-200 121-112 -0-088 -0.2% 121-218
High 121-208 121-170 -0-038 -0.1% 122-120
Low 121-095 121-052 -0-042 -0.1% 121-138
Close 121-105 121-102 -0-002 0.0% 121-310
Range 0-112 0-118 0-005 4.4% 0-302
ATR 0-145 0-143 -0-002 -1.3% 0-000
Volume 4,146 5,457 1,311 31.6% 960,265
Daily Pivots for day following 08-Dec-2021
Classic Woodie Camarilla DeMark
R4 122-141 122-079 121-167
R3 122-023 121-282 121-135
R2 121-226 121-226 121-124
R1 121-164 121-164 121-113 121-136
PP 121-108 121-108 121-108 121-094
S1 121-047 121-047 121-092 121-019
S2 120-311 120-311 121-081
S3 120-193 120-249 121-070
S4 120-076 120-132 121-038
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
5 121-315 121-052 0-262 0.7% 0-126 0.3% 19% False True 12,370
10 122-120 120-272 1-168 1.3% 0-166 0.4% 31% False False 446,803
20 122-120 120-272 1-168 1.3% 0-143 0.4% 31% False False 845,418
40 122-165 120-272 1-212 1.4% 0-131 0.3% 28% False False 980,578
60 123-232 120-272 2-280 2.4% 0-116 0.3% 16% False False 957,578
80 123-300 120-272 3-028 2.5% 0-104 0.3% 15% False False 903,190
100 124-168 120-272 3-215 3.0% 0-100 0.3% 13% False False 723,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-029
2.618 122-158
1.618 122-040
1.000 121-288
0.618 121-243
HIGH 121-170
0.618 121-125
0.500 121-111
0.382 121-097
LOW 121-052
0.618 120-300
1.000 120-255
1.618 120-182
2.618 120-065
4.250 119-193
Fisher Pivots for day following 08-Dec-2021
Pivot 1 day 3 day
R1 121-111 121-154
PP 121-108 121-137
S1 121-105 121-120

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

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