ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 09-Dec-2021

Day Change Summary
	Previous	Current
	08-Dec-2021	09-Dec-2021	Change	Change %	Previous Week
Open	120-268	120-230	-0-038	-0.1%	121-032
High	121-010	120-302	-0-028	-0.1%	121-275
Low	120-205	120-208	0-002	0.0%	120-290
Close	120-255	120-255	0-000	0.0%	121-155
Range	0-125	0-095	-0-030	-24.0%	0-305
ATR	0-149	0-145	-0-004	-2.6%	0-000
Volume	937,721	739,999	-197,722	-21.1%	6,585,361

Daily Pivots for day following 09-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-220	121-172	120-307
R3	121-125	121-078	120-281
R2	121-030	121-030	120-272
R1	120-302	120-302	120-264	121-006
PP	120-255	120-255	120-255	120-267
S1	120-208	120-208	120-246	120-231
S2	120-160	120-160	120-238
S3	120-065	120-112	120-229
S4	119-290	120-018	120-203

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	120-205	0-280	0.7%	0-127	0.3%	18%	False	False	864,816
10	121-275	120-098	1-178	1.3%	0-176	0.5%	32%	False	False	1,135,796
20	121-275	120-072	1-202	1.4%	0-142	0.4%	35%	False	False	880,231

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	0-042
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	122-066
2.618	121-231
1.618	121-136
1.000	121-078
0.618	121-041
HIGH	120-302
0.618	120-266
0.500	120-255
0.382	120-244
LOW	120-208
0.618	120-149
1.000	120-112
1.618	120-054
2.618	119-279
4.250	119-124

Fisher Pivots for day following 09-Dec-2021
Pivot	1 day	3 day
R1	120-255	120-285
PP	120-255	120-275
S1	120-255	120-265

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols