ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 14-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
121-095 |
121-188 |
0-092 |
0.2% |
121-248 |
| High |
121-200 |
121-195 |
-0-005 |
0.0% |
121-255 |
| Low |
121-085 |
121-118 |
0-032 |
0.1% |
121-025 |
| Close |
121-178 |
121-138 |
-0-040 |
-0.1% |
121-120 |
| Range |
0-115 |
0-078 |
-0-038 |
-32.6% |
0-230 |
| ATR |
0-137 |
0-133 |
-0-004 |
-3.1% |
0-000 |
| Volume |
6,043 |
10,008 |
3,965 |
65.6% |
52,591 |
|
| Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-062 |
122-018 |
121-180 |
|
| R3 |
121-305 |
121-260 |
121-159 |
|
| R2 |
121-228 |
121-228 |
121-152 |
|
| R1 |
121-182 |
121-182 |
121-145 |
121-166 |
| PP |
121-150 |
121-150 |
121-150 |
121-142 |
| S1 |
121-105 |
121-105 |
121-130 |
121-089 |
| S2 |
121-072 |
121-072 |
121-123 |
|
| S3 |
120-315 |
121-028 |
121-116 |
|
| S4 |
120-238 |
120-270 |
121-095 |
|
|
| 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 |
121-200 |
121-025 |
0-175 |
0.5% |
0-108 |
0.3% |
64% |
False |
False |
10,310 |
| 10 |
121-315 |
121-025 |
0-290 |
0.7% |
0-121 |
0.3% |
39% |
False |
False |
13,732 |
| 20 |
122-120 |
120-272 |
1-168 |
1.3% |
0-137 |
0.4% |
38% |
False |
False |
677,885 |
| 40 |
122-165 |
120-272 |
1-212 |
1.4% |
0-130 |
0.3% |
35% |
False |
False |
861,921 |
| 60 |
123-188 |
120-272 |
2-235 |
2.3% |
0-117 |
0.3% |
21% |
False |
False |
904,219 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-105 |
0.3% |
19% |
False |
False |
901,939 |
| 100 |
124-168 |
120-272 |
3-215 |
3.0% |
0-100 |
0.3% |
16% |
False |
False |
723,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-204 |
|
2.618 |
122-078 |
|
1.618 |
122-000 |
|
1.000 |
121-272 |
|
0.618 |
121-243 |
|
HIGH |
121-195 |
|
0.618 |
121-165 |
|
0.500 |
121-156 |
|
0.382 |
121-147 |
|
LOW |
121-118 |
|
0.618 |
121-070 |
|
1.000 |
121-040 |
|
1.618 |
120-312 |
|
2.618 |
120-235 |
|
4.250 |
120-108 |
|
|
| Fisher Pivots for day following 14-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-156 |
121-129 |
| PP |
121-150 |
121-121 |
| S1 |
121-144 |
121-112 |
|