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 |
|
|
|
| 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 |
|