ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 20-Dec-2021

Day Change Summary
	Previous	Current
	17-Dec-2021	20-Dec-2021	Change	Change %	Previous Week
Open	121-255	121-315	0-060	0.2%	121-095
High	121-290	122-012	0-042	0.1%	121-290
Low	121-205	121-268	0-062	0.2%	121-035
Close	121-240	121-268	0-028	0.1%	121-240
Range	0-085	0-065	-0-020	-23.5%	0-255
ATR	0-131	0-129	-0-003	-2.1%	0-000
Volume	3,036	534	-2,502	-82.4%	27,840

Daily Pivots for day following 20-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-164	122-121	121-303
R3	122-099	122-056	121-285
R2	122-034	122-034	121-279
R1	121-311	121-311	121-273	121-300
PP	121-289	121-289	121-289	121-284
S1	121-246	121-246	121-262	121-235
S2	121-224	121-224	121-256
S3	121-159	121-181	121-250
S4	121-094	121-116	121-232

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	122-012	121-035	0-298	0.8%	0-099	0.3%	78%	True	False	4,466
10	122-012	121-025	0-308	0.8%	0-107	0.3%	79%	True	False	6,801
20	122-120	120-272	1-168	1.3%	0-138	0.4%	65%	False	False	491,762
40	122-165	120-272	1-212	1.4%	0-130	0.3%	59%	False	False	752,580
60	123-042	120-272	2-090	1.9%	0-118	0.3%	43%	False	False	834,939
80	123-300	120-272	3-028	2.5%	0-108	0.3%	32%	False	False	832,520
100	124-168	120-272	3-215	3.0%	0-102	0.3%	27%	False	False	723,680

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	False
Stretch	0-023
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	122-289
2.618	122-183
1.618	122-118
1.000	122-078
0.618	122-053
HIGH	122-012
0.618	121-308
0.500	121-300
0.382	121-292
LOW	121-268
0.618	121-227
1.000	121-202
1.618	121-162
2.618	121-097
4.250	120-311

Fisher Pivots for day following 20-Dec-2021
Pivot	1 day	3 day
R1	121-300	121-253
PP	121-289	121-238
S1	121-278	121-224

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols