ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 10-Dec-2021

Day Change Summary
	Previous	Current
	09-Dec-2021	10-Dec-2021	Change	Change %	Previous Week
Open	120-230	120-232	0-002	0.0%	121-118
High	120-302	121-010	0-028	0.1%	121-122
Low	120-208	120-172	-0-035	-0.1%	120-172
Close	120-255	120-272	0-018	0.0%	120-272
Range	0-095	0-158	0-062	65.8%	0-270
ATR	0-145	0-146	0-001	0.6%	0-000
Volume	739,999	956,477	216,478	29.3%	4,118,624

Daily Pivots for day following 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-091	122-019	121-039
R3	121-253	121-182	120-316
R2	121-096	121-096	120-301
R1	121-024	121-024	120-287	121-060
PP	120-258	120-258	120-258	120-276
S1	120-187	120-187	120-258	120-222
S2	120-101	120-101	120-244
S3	119-263	120-029	120-229
S4	119-106	119-192	120-186

Weekly Pivots for week ending 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-146	122-319	121-101
R3	122-196	122-049	121-027
R2	121-246	121-246	121-002
R1	121-099	121-099	120-297	121-038
PP	120-296	120-296	120-296	120-265
S1	120-149	120-149	120-248	120-088
S2	120-026	120-026	120-223
S3	119-076	119-199	120-198
S4	118-126	118-249	120-124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-122	120-172	0-270	0.7%	0-120	0.3%	37%	False	True	823,724
10	121-275	120-172	1-102	1.1%	0-156	0.4%	24%	False	True	1,070,398
20	121-275	120-072	1-202	1.4%	0-145	0.4%	38%	False	False	927,961
40	121-300	120-072	1-228	1.4%	0-128	0.3%	37%	False	False	464,798

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-039
2.618	122-102
1.618	121-265
1.000	121-168
0.618	121-107
HIGH	121-010
0.618	120-270
0.500	120-251
0.382	120-233
LOW	120-172
0.618	120-075
1.000	120-015
1.618	119-238
2.618	119-080
4.250	118-143

Fisher Pivots for day following 10-Dec-2021
Pivot	1 day	3 day
R1	120-265	120-265
PP	120-258	120-258
S1	120-251	120-251

Download as Excel Spreadsheet

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

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