ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 13-Dec-2021

Day Change Summary
	Previous	Current
	10-Dec-2021	13-Dec-2021	Change	Change %	Previous Week
Open	120-232	120-262	0-030	0.1%	121-118
High	121-010	121-045	0-035	0.1%	121-122
Low	120-172	120-235	0-062	0.2%	120-172
Close	120-272	121-018	0-065	0.2%	120-272
Range	0-158	0-130	-0-028	-17.5%	0-270
ATR	0-146	0-145	-0-001	-0.8%	0-000
Volume	956,477	577,506	-378,971	-39.6%	4,118,624

Daily Pivots for day following 13-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-062	122-010	121-089
R3	121-252	121-200	121-053
R2	121-122	121-122	121-041
R1	121-070	121-070	121-029	121-096
PP	120-312	120-312	120-312	121-006
S1	120-260	120-260	121-006	120-286
S2	120-182	120-182	120-314
S3	120-052	120-130	120-302
S4	119-242	120-000	120-266

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	121-045	120-172	0-192	0.5%	0-124	0.3%	86%	True	False	795,480
10	121-275	120-172	1-102	1.1%	0-152	0.4%	39%	False	False	998,247
20	121-275	120-072	1-202	1.3%	0-147	0.4%	51%	False	False	956,477
40	121-300	120-072	1-228	1.4%	0-130	0.3%	48%	False	False	479,235

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-278
2.618	122-065
1.618	121-255
1.000	121-175
0.618	121-125
HIGH	121-045
0.618	120-315
0.500	120-300
0.382	120-285
LOW	120-235
0.618	120-155
1.000	120-105
1.618	120-025
2.618	119-215
4.250	119-002

Fisher Pivots for day following 13-Dec-2021
Pivot	1 day	3 day
R1	121-005	120-315
PP	120-312	120-292
S1	120-300	120-269

Download as Excel Spreadsheet

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

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