ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 14-Dec-2021

Day Change Summary
	Previous	Current
	13-Dec-2021	14-Dec-2021	Change	Change %	Previous Week
Open	120-262	121-028	0-085	0.2%	121-118
High	121-045	121-032	-0-012	0.0%	121-122
Low	120-235	120-275	0-040	0.1%	120-172
Close	121-018	120-298	-0-040	-0.1%	120-272
Range	0-130	0-078	-0-052	-40.4%	0-270
ATR	0-145	0-140	-0-005	-3.3%	0-000
Volume	577,506	679,335	101,829	17.6%	4,118,624

Daily Pivots for day following 14-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-221	121-177	121-020
R3	121-143	121-099	120-319
R2	121-066	121-066	120-312
R1	121-022	121-022	120-305	121-005
PP	120-308	120-308	120-308	120-300
S1	120-264	120-264	120-290	120-248
S2	120-231	120-231	120-283
S3	120-153	120-187	120-276
S4	120-076	120-109	120-255

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%	0-117	0.3%	65%	False	False	778,207
10	121-165	120-172	0-312	0.8%	0-134	0.3%	40%	False	False	861,864
20	121-275	120-072	1-202	1.4%	0-146	0.4%	43%	False	False	989,224
40	121-300	120-072	1-228	1.4%	0-130	0.3%	41%	False	False	496,218

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	0-030
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	122-042
2.618	121-235
1.618	121-158
1.000	121-110
0.618	121-080
HIGH	121-032
0.618	121-003
0.500	120-314
0.382	120-305
LOW	120-275
0.618	120-227
1.000	120-198
1.618	120-150
2.618	120-072
4.250	119-266

Fisher Pivots for day following 14-Dec-2021
Pivot	1 day	3 day
R1	120-314	120-288
PP	120-308	120-278
S1	120-303	120-269

Download as Excel Spreadsheet

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

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