ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 06-Dec-2021

Day Change Summary
	Previous	Current
	03-Dec-2021	06-Dec-2021	Change	Change %	Previous Week
Open	121-012	121-118	0-105	0.3%	121-032
High	121-165	121-122	-0-042	-0.1%	121-275
Low	120-295	121-012	0-038	0.1%	120-290
Close	121-155	121-018	-0-138	-0.4%	121-155
Range	0-190	0-110	-0-080	-42.1%	0-305
ATR	0-155	0-154	-0-001	-0.6%	0-000
Volume	1,161,935	718,729	-443,206	-38.1%	6,585,361

Daily Pivots for day following 06-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-061	121-309	121-078
R3	121-271	121-199	121-048
R2	121-161	121-161	121-038
R1	121-089	121-089	121-028	121-070
PP	121-051	121-051	121-051	121-041
S1	120-299	120-299	121-007	120-280
S2	120-261	120-261	120-317
S3	120-151	120-189	120-307
S4	120-041	120-079	120-277

Weekly Pivots for week ending 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-088	123-267	122-003
R3	123-103	122-282	121-239
R2	122-118	122-118	121-211
R1	121-297	121-297	121-183	122-048
PP	121-133	121-133	121-133	121-169
S1	120-312	120-312	121-127	121-062
S2	120-148	120-148	121-099
S3	119-163	120-007	121-071
S4	118-178	119-022	120-307

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-275	120-290	0-305	0.8%	0-180	0.5%	16%	False	False	1,201,015
10	121-275	120-072	1-202	1.3%	0-182	0.5%	51%	False	False	1,442,274
20	121-278	120-072	1-205	1.4%	0-148	0.4%	50%	False	False	759,186

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-270
2.618	122-090
1.618	121-300
1.000	121-232
0.618	121-190
HIGH	121-122
0.618	121-080
0.500	121-068
0.382	121-055
LOW	121-012
0.618	120-265
1.000	120-222
1.618	120-155
2.618	120-045
4.250	119-185

Fisher Pivots for day following 06-Dec-2021
Pivot	1 day	3 day
R1	121-068	121-070
PP	121-051	121-052
S1	121-034	121-035

Download as Excel Spreadsheet

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

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