ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 10-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
121-112 |
121-078 |
-0-035 |
-0.1% |
121-248 |
| High |
121-148 |
121-170 |
0-022 |
0.1% |
121-255 |
| Low |
121-065 |
121-025 |
-0-040 |
-0.1% |
121-025 |
| Close |
121-102 |
121-120 |
0-018 |
0.0% |
121-120 |
| Range |
0-082 |
0-145 |
0-062 |
75.8% |
0-230 |
| ATR |
0-139 |
0-139 |
0-000 |
0.3% |
0-000 |
| Volume |
18,494 |
11,548 |
-6,946 |
-37.6% |
52,591 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-220 |
122-155 |
121-200 |
|
| R3 |
122-075 |
122-010 |
121-160 |
|
| R2 |
121-250 |
121-250 |
121-147 |
|
| R1 |
121-185 |
121-185 |
121-133 |
121-218 |
| PP |
121-105 |
121-105 |
121-105 |
121-121 |
| S1 |
121-040 |
121-040 |
121-107 |
121-072 |
| S2 |
120-280 |
120-280 |
121-093 |
|
| S3 |
120-135 |
120-215 |
121-080 |
|
| S4 |
119-310 |
120-070 |
121-040 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-183 |
123-062 |
121-246 |
|
| R3 |
122-273 |
122-152 |
121-183 |
|
| R2 |
122-043 |
122-043 |
121-162 |
|
| R1 |
121-242 |
121-242 |
121-141 |
121-188 |
| PP |
121-133 |
121-133 |
121-133 |
121-106 |
| S1 |
121-012 |
121-012 |
121-099 |
120-278 |
| S2 |
120-223 |
120-223 |
121-078 |
|
| S3 |
119-313 |
120-102 |
121-057 |
|
| S4 |
119-083 |
119-192 |
120-314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-255 |
121-025 |
0-230 |
0.6% |
0-106 |
0.3% |
41% |
False |
True |
10,518 |
| 10 |
122-120 |
121-025 |
1-095 |
1.1% |
0-142 |
0.4% |
23% |
False |
True |
101,285 |
| 20 |
122-120 |
120-272 |
1-168 |
1.3% |
0-137 |
0.4% |
34% |
False |
False |
758,024 |
| 40 |
122-165 |
120-272 |
1-212 |
1.4% |
0-132 |
0.3% |
31% |
False |
False |
922,197 |
| 60 |
123-188 |
120-272 |
2-235 |
2.3% |
0-117 |
0.3% |
19% |
False |
False |
930,105 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-104 |
0.3% |
17% |
False |
False |
903,143 |
| 100 |
124-168 |
120-272 |
3-215 |
3.0% |
0-100 |
0.3% |
14% |
False |
False |
723,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-146 |
|
2.618 |
122-230 |
|
1.618 |
122-085 |
|
1.000 |
121-315 |
|
0.618 |
121-260 |
|
HIGH |
121-170 |
|
0.618 |
121-115 |
|
0.500 |
121-098 |
|
0.382 |
121-080 |
|
LOW |
121-025 |
|
0.618 |
120-255 |
|
1.000 |
120-200 |
|
1.618 |
120-110 |
|
2.618 |
119-285 |
|
4.250 |
119-049 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-112 |
121-112 |
| PP |
121-105 |
121-105 |
| S1 |
121-098 |
121-098 |
|