ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 15-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
121-188 |
121-158 |
-0-030 |
-0.1% |
121-248 |
| High |
121-195 |
121-168 |
-0-028 |
-0.1% |
121-255 |
| Low |
121-118 |
121-035 |
-0-082 |
-0.2% |
121-025 |
| Close |
121-138 |
121-090 |
-0-048 |
-0.1% |
121-120 |
| Range |
0-078 |
0-132 |
0-055 |
71.0% |
0-230 |
| ATR |
0-133 |
0-133 |
0-000 |
0.0% |
0-000 |
| Volume |
10,008 |
4,449 |
-5,559 |
-55.5% |
52,591 |
|
| Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-175 |
122-105 |
121-163 |
|
| R3 |
122-042 |
121-292 |
121-126 |
|
| R2 |
121-230 |
121-230 |
121-114 |
|
| R1 |
121-160 |
121-160 |
121-102 |
121-129 |
| PP |
121-098 |
121-098 |
121-098 |
121-082 |
| S1 |
121-028 |
121-028 |
121-078 |
120-316 |
| S2 |
120-285 |
120-285 |
121-066 |
|
| S3 |
120-152 |
120-215 |
121-054 |
|
| S4 |
120-020 |
120-082 |
121-017 |
|
|
| 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% |
0-110 |
0.3% |
37% |
False |
False |
10,108 |
| 10 |
121-315 |
121-025 |
0-290 |
0.7% |
0-118 |
0.3% |
22% |
False |
False |
11,239 |
| 20 |
122-120 |
120-272 |
1-168 |
1.3% |
0-139 |
0.4% |
28% |
False |
False |
638,007 |
| 40 |
122-165 |
120-272 |
1-212 |
1.4% |
0-132 |
0.3% |
26% |
False |
False |
837,521 |
| 60 |
123-170 |
120-272 |
2-218 |
2.2% |
0-118 |
0.3% |
16% |
False |
False |
891,290 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-106 |
0.3% |
14% |
False |
False |
894,628 |
| 100 |
124-168 |
120-272 |
3-215 |
3.0% |
0-101 |
0.3% |
12% |
False |
False |
723,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-091 |
|
2.618 |
122-194 |
|
1.618 |
122-062 |
|
1.000 |
121-300 |
|
0.618 |
121-249 |
|
HIGH |
121-168 |
|
0.618 |
121-117 |
|
0.500 |
121-101 |
|
0.382 |
121-086 |
|
LOW |
121-035 |
|
0.618 |
120-273 |
|
1.000 |
120-222 |
|
1.618 |
120-141 |
|
2.618 |
120-008 |
|
4.250 |
119-112 |
|
|
| Fisher Pivots for day following 15-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-101 |
121-118 |
| PP |
121-098 |
121-108 |
| S1 |
121-094 |
121-099 |
|