ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 09-Dec-2021

Day Change Summary
	Previous	Current
	08-Dec-2021	09-Dec-2021	Change	Change %	Previous Week
Open	121-112	121-112	0-000	0.0%	121-218
High	121-170	121-148	-0-022	-0.1%	122-120
Low	121-052	121-065	0-012	0.0%	121-138
Close	121-102	121-102	0-000	0.0%	121-310
Range	0-118	0-082	-0-035	-29.8%	0-302
ATR	0-143	0-139	-0-004	-3.0%	0-000
Volume	5,457	18,494	13,037	238.9%	960,265

Daily Pivots for day following 09-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-032	121-310	121-148
R3	121-270	121-228	121-125
R2	121-188	121-188	121-118
R1	121-145	121-145	121-110	121-125
PP	121-105	121-105	121-105	121-095
S1	121-062	121-062	121-095	121-042
S2	121-022	121-022	121-087
S3	120-260	120-300	121-080
S4	120-178	120-218	121-057

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%	0-113	0.3%	19%	False	False	11,883
10	122-120	120-292	1-148	1.2%	0-162	0.4%	28%	False	False	243,276
20	122-120	120-272	1-168	1.3%	0-134	0.3%	31%	False	False	772,709
40	122-165	120-272	1-212	1.4%	0-130	0.3%	28%	False	False	949,276
60	123-205	120-272	2-252	2.3%	0-116	0.3%	17%	False	False	944,025
80	123-300	120-272	3-028	2.5%	0-104	0.3%	15%	False	False	903,202
100	124-168	120-272	3-215	3.0%	0-099	0.3%	13%	False	False	723,538

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-178
2.618	122-043
1.618	121-281
1.000	121-230
0.618	121-198
HIGH	121-148
0.618	121-116
0.500	121-106
0.382	121-097
LOW	121-065
0.618	121-014
1.000	120-302
1.618	120-252
2.618	120-169
4.250	120-034

Fisher Pivots for day following 09-Dec-2021
Pivot	1 day	3 day
R1	121-106	121-130
PP	121-105	121-121
S1	121-104	121-112

Download as Excel Spreadsheet

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

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