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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

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

Download as Excel Spreadsheet

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

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