ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 22-Dec-2021

Day Change Summary
	Previous	Current
	21-Dec-2021	22-Dec-2021	Change	Change %	Previous Week
Open	121-280	121-162	-0-118	-0.3%	121-095
High	121-282	121-200	-0-082	-0.2%	121-290
Low	121-158	121-145	-0-012	0.0%	121-035
Close	121-162	121-182	0-020	0.1%	121-240
Range	0-125	0-055	-0-070	-56.0%	0-255
ATR	0-128	0-123	-0-005	-4.1%	0-000
Volume	737	13	-724	-98.2%	27,840

Daily Pivots for day following 22-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-021	121-317	121-213
R3	121-286	121-262	121-198
R2	121-231	121-231	121-193
R1	121-207	121-207	121-188	121-219
PP	121-176	121-176	121-176	121-182
S1	121-152	121-152	121-177	121-164
S2	121-121	121-121	121-172
S3	121-066	121-097	121-167
S4	121-011	121-042	121-152

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	121-115	0-218	0.6%	0-093	0.2%	31%	False	False	1,724
10	122-012	121-025	0-308	0.8%	0-102	0.3%	51%	False	False	5,916
20	122-120	120-272	1-168	1.3%	0-134	0.3%	47%	False	False	226,360
40	122-165	120-272	1-212	1.4%	0-131	0.3%	43%	False	False	716,669
60	123-042	120-272	2-090	1.9%	0-118	0.3%	32%	False	False	795,766
80	123-300	120-272	3-028	2.5%	0-108	0.3%	23%	False	False	810,104
100	124-168	120-272	3-215	3.0%	0-102	0.3%	20%	False	False	723,671

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	0-019
Narrowest range in 69 trading days

Fibonacci Retracements and Extensions
4.250	122-114
2.618	122-024
1.618	121-289
1.000	121-255
0.618	121-234
HIGH	121-200
0.618	121-179
0.500	121-172
0.382	121-166
LOW	121-145
0.618	121-111
1.000	121-090
1.618	121-056
2.618	121-001
4.250	120-231

Fisher Pivots for day following 22-Dec-2021
Pivot	1 day	3 day
R1	121-179	121-239
PP	121-176	121-220
S1	121-172	121-201

Download as Excel Spreadsheet

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

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