ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 21-Dec-2021

Day Change Summary
	Previous	Current
	20-Dec-2021	21-Dec-2021	Change	Change %	Previous Week
Open	121-315	121-280	-0-035	-0.1%	121-095
High	122-012	121-282	-0-050	-0.1%	121-290
Low	121-268	121-158	-0-110	-0.3%	121-035
Close	121-268	121-162	-0-105	-0.3%	121-240
Range	0-065	0-125	0-060	92.3%	0-255
ATR	0-129	0-128	0-000	-0.2%	0-000
Volume	534	737	203	38.0%	27,840

Daily Pivots for day following 21-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-256	122-174	121-231
R3	122-131	122-049	121-197
R2	122-006	122-006	121-185
R1	121-244	121-244	121-174	121-222
PP	121-201	121-201	121-201	121-190
S1	121-119	121-119	121-151	121-098
S2	121-076	121-076	121-140
S3	120-271	120-314	121-128
S4	120-146	120-189	121-094

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%	0-108	0.3%	43%	False	False	2,612
10	122-012	121-025	0-308	0.8%	0-108	0.3%	45%	False	False	6,461
20	122-120	120-272	1-168	1.3%	0-136	0.3%	43%	False	False	385,278
40	122-165	120-272	1-212	1.4%	0-131	0.3%	39%	False	False	735,029
60	123-042	120-272	2-090	1.9%	0-118	0.3%	29%	False	False	817,437
80	123-300	120-272	3-028	2.5%	0-108	0.3%	21%	False	False	818,876
100	124-168	120-272	3-215	3.0%	0-102	0.3%	18%	False	False	723,672

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	0-023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-174
2.618	122-290
1.618	122-165
1.000	122-088
0.618	122-040
HIGH	121-282
0.618	121-235
0.500	121-220
0.382	121-205
LOW	121-158
0.618	121-080
1.000	121-032
1.618	120-275
2.618	120-150
4.250	119-266

Fisher Pivots for day following 21-Dec-2021
Pivot	1 day	3 day
R1	121-220	121-245
PP	121-201	121-218
S1	121-182	121-190

Download as Excel Spreadsheet

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

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