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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-024
Widest range in 3 trading days

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

Download as Excel Spreadsheet

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

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