ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 17-Dec-2021

Day Change Summary
	Previous	Current
	16-Dec-2021	17-Dec-2021	Change	Change %	Previous Week
Open	121-115	121-255	0-140	0.4%	121-095
High	121-250	121-290	0-040	0.1%	121-290
Low	121-115	121-205	0-090	0.2%	121-035
Close	121-242	121-240	-0-002	0.0%	121-240
Range	0-135	0-085	-0-050	-37.0%	0-255
ATR	0-135	0-131	-0-004	-2.6%	0-000
Volume	4,304	3,036	-1,268	-29.5%	27,840

Daily Pivots for day following 17-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-180	122-135	121-287
R3	122-095	122-050	121-263
R2	122-010	122-010	121-256
R1	121-285	121-285	121-248	121-265
PP	121-245	121-245	121-245	121-235
S1	121-200	121-200	121-232	121-180
S2	121-160	121-160	121-224
S3	121-075	121-115	121-217
S4	120-310	121-030	121-193

Weekly Pivots for week ending 17-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-313	123-212	122-060
R3	123-058	122-277	121-310
R2	122-123	122-123	121-287
R1	122-022	122-022	121-263	122-072
PP	121-188	121-188	121-188	121-214
S1	121-087	121-087	121-217	121-138
S2	120-253	120-253	121-193
S3	119-318	120-152	121-170
S4	119-063	119-217	121-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-290	121-035	0-255	0.7%	0-109	0.3%	80%	True	False	5,568
10	121-290	121-025	0-265	0.7%	0-108	0.3%	81%	True	False	8,043
20	122-120	120-272	1-168	1.3%	0-142	0.4%	59%	False	False	562,725
40	122-165	120-272	1-212	1.4%	0-131	0.3%	54%	False	False	786,583
60	123-042	120-272	2-090	1.9%	0-118	0.3%	39%	False	False	849,534
80	123-300	120-272	3-028	2.5%	0-107	0.3%	29%	False	False	856,232
100	124-168	120-272	3-215	3.0%	0-102	0.3%	24%	False	False	723,916

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	True
Stretch	0-022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-011
2.618	122-193
1.618	122-108
1.000	122-055
0.618	122-023
HIGH	121-290
0.618	121-258
0.500	121-248
0.382	121-237
LOW	121-205
0.618	121-152
1.000	121-120
1.618	121-067
2.618	120-302
4.250	120-164

Fisher Pivots for day following 17-Dec-2021
Pivot	1 day	3 day
R1	121-248	121-214
PP	121-245	121-188
S1	121-242	121-162

Download as Excel Spreadsheet

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

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