ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 13-Dec-2021
Day Change Summary
Previous Current
10-Dec-2021 13-Dec-2021 Change Change % Previous Week
Open 121-078 121-095 0-018 0.0% 121-248
High 121-170 121-200 0-030 0.1% 121-255
Low 121-025 121-085 0-060 0.2% 121-025
Close 121-120 121-178 0-058 0.1% 121-120
Range 0-145 0-115 -0-030 -20.7% 0-230
ATR 0-139 0-137 -0-002 -1.2% 0-000
Volume 11,548 6,043 -5,505 -47.7% 52,591
Daily Pivots for day following 13-Dec-2021
Classic Woodie Camarilla DeMark
R4 122-179 122-133 121-241
R3 122-064 122-018 121-209
R2 121-269 121-269 121-199
R1 121-223 121-223 121-188 121-246
PP 121-154 121-154 121-154 121-166
S1 121-108 121-108 121-167 121-131
S2 121-039 121-039 121-156
S3 120-244 120-313 121-146
S4 120-129 120-198 121-114
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
5 121-208 121-025 0-182 0.5% 0-114 0.3% 84% False False 9,137
10 122-120 121-025 1-095 1.1% 0-138 0.4% 37% False False 32,076
20 122-120 120-272 1-168 1.3% 0-138 0.4% 46% False False 714,942
40 122-165 120-272 1-212 1.4% 0-131 0.3% 42% False False 896,201
60 123-188 120-272 2-235 2.2% 0-118 0.3% 26% False False 915,853
80 123-300 120-272 3-028 2.5% 0-105 0.3% 23% False False 902,837
100 124-168 120-272 3-215 3.0% 0-100 0.3% 19% False False 723,714
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-049
2.618 122-181
1.618 122-066
1.000 121-315
0.618 121-271
HIGH 121-200
0.618 121-156
0.500 121-142
0.382 121-129
LOW 121-085
0.618 121-014
1.000 120-290
1.618 120-219
2.618 120-104
4.250 119-236
Fisher Pivots for day following 13-Dec-2021
Pivot 1 day 3 day
R1 121-166 121-156
PP 121-154 121-134
S1 121-142 121-112

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

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