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

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 6 trading days

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

Download as Excel Spreadsheet

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

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