ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 23-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
121-162 |
121-148 |
-0-015 |
0.0% |
121-095 |
| High |
121-200 |
121-190 |
-0-010 |
0.0% |
121-290 |
| Low |
121-145 |
121-142 |
-0-002 |
0.0% |
121-035 |
| Close |
121-182 |
121-158 |
-0-025 |
-0.1% |
121-240 |
| Range |
0-055 |
0-048 |
-0-008 |
-13.6% |
0-255 |
| ATR |
0-123 |
0-118 |
-0-005 |
-4.4% |
0-000 |
| Volume |
13 |
797 |
784 |
6,030.8% |
27,840 |
|
| Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-306 |
121-279 |
121-184 |
|
| R3 |
121-258 |
121-232 |
121-171 |
|
| R2 |
121-211 |
121-211 |
121-166 |
|
| R1 |
121-184 |
121-184 |
121-162 |
121-198 |
| PP |
121-163 |
121-163 |
121-163 |
121-170 |
| S1 |
121-137 |
121-137 |
121-153 |
121-150 |
| S2 |
121-116 |
121-116 |
121-149 |
|
| S3 |
121-068 |
121-089 |
121-144 |
|
| S4 |
121-021 |
121-042 |
121-131 |
|
|
| 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 |
121-142 |
0-190 |
0.5% |
0-076 |
0.2% |
8% |
False |
True |
1,023 |
| 10 |
122-012 |
121-025 |
0-308 |
0.8% |
0-098 |
0.3% |
43% |
False |
False |
4,146 |
| 20 |
122-120 |
120-292 |
1-148 |
1.2% |
0-130 |
0.3% |
40% |
False |
False |
123,711 |
| 40 |
122-165 |
120-272 |
1-212 |
1.4% |
0-128 |
0.3% |
38% |
False |
False |
678,437 |
| 60 |
123-042 |
120-272 |
2-090 |
1.9% |
0-117 |
0.3% |
28% |
False |
False |
779,035 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-108 |
0.3% |
21% |
False |
False |
796,861 |
| 100 |
124-168 |
120-272 |
3-215 |
3.0% |
0-102 |
0.3% |
17% |
False |
False |
723,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-072 |
|
2.618 |
121-314 |
|
1.618 |
121-267 |
|
1.000 |
121-238 |
|
0.618 |
121-219 |
|
HIGH |
121-190 |
|
0.618 |
121-172 |
|
0.500 |
121-166 |
|
0.382 |
121-161 |
|
LOW |
121-142 |
|
0.618 |
121-113 |
|
1.000 |
121-095 |
|
1.618 |
121-066 |
|
2.618 |
121-018 |
|
4.250 |
120-261 |
|
|
| Fisher Pivots for day following 23-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-166 |
121-212 |
| PP |
121-163 |
121-194 |
| S1 |
121-160 |
121-176 |
|