ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 07-Dec-2021

Day Change Summary
	Previous	Current
	06-Dec-2021	07-Dec-2021	Change	Change %	Previous Week
Open	121-118	121-028	-0-090	-0.2%	121-032
High	121-122	121-045	-0-078	-0.2%	121-275
Low	121-012	120-250	-0-082	-0.2%	120-290
Close	121-018	120-262	-0-075	-0.2%	121-155
Range	0-110	0-115	0-005	4.5%	0-305
ATR	0-154	0-151	-0-003	-1.8%	0-000
Volume	718,729	765,698	46,969	6.5%	6,585,361

Daily Pivots for day following 07-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-318	121-245	121-006
R3	121-202	121-130	120-294
R2	121-088	121-088	120-284
R1	121-015	121-015	120-273	120-314
PP	120-292	120-292	120-292	120-282
S1	120-220	120-220	120-252	120-199
S2	120-178	120-178	120-241
S3	120-062	120-105	120-231
S4	119-268	119-310	120-199

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	121-165	120-250	0-235	0.6%	0-150	0.4%	5%	False	True	945,521
10	121-275	120-072	1-202	1.4%	0-177	0.5%	36%	False	False	1,397,297
20	121-275	120-072	1-202	1.4%	0-148	0.4%	36%	False	False	797,306

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	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-214
2.618	122-026
1.618	121-231
1.000	121-160
0.618	121-116
HIGH	121-045
0.618	121-001
0.500	120-308
0.382	120-294
LOW	120-250
0.618	120-179
1.000	120-135
1.618	120-064
2.618	119-269
4.250	119-081

Fisher Pivots for day following 07-Dec-2021
Pivot	1 day	3 day
R1	120-308	121-048
PP	120-292	121-012
S1	120-278	120-298

Download as Excel Spreadsheet

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

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