ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 15-Dec-2021

Day Change Summary
	Previous	Current
	14-Dec-2021	15-Dec-2021	Change	Change %	Previous Week
Open	121-028	120-292	-0-055	-0.1%	121-118
High	121-032	121-005	-0-028	-0.1%	121-122
Low	120-275	120-188	-0-088	-0.2%	120-172
Close	120-298	120-260	-0-038	-0.1%	120-272
Range	0-078	0-138	0-060	77.4%	0-270
ATR	0-140	0-140	0-000	-0.1%	0-000
Volume	679,335	1,105,599	426,264	62.7%	4,118,624

Daily Pivots for day following 15-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-030	121-282	121-016
R3	121-212	121-145	120-298
R2	121-075	121-075	120-285
R1	121-008	121-008	120-273	120-292
PP	120-258	120-258	120-258	120-240
S1	120-190	120-190	120-247	120-155
S2	120-120	120-120	120-235
S3	119-302	120-052	120-222
S4	119-165	119-235	120-184

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%	0-120	0.3%	45%	False	False	811,783
10	121-165	120-172	0-312	0.8%	0-129	0.3%	28%	False	False	858,902
20	121-275	120-072	1-202	1.4%	0-149	0.4%	36%	False	False	1,041,063
40	121-300	120-072	1-228	1.4%	0-133	0.3%	34%	False	False	523,858

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	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-269
2.618	122-045
1.618	121-227
1.000	121-142
0.618	121-090
HIGH	121-005
0.618	120-272
0.500	120-256
0.382	120-240
LOW	120-188
0.618	120-103
1.000	120-050
1.618	119-285
2.618	119-148
4.250	118-243

Fisher Pivots for day following 15-Dec-2021
Pivot	1 day	3 day
R1	120-259	120-276
PP	120-258	120-271
S1	120-256	120-265

Download as Excel Spreadsheet

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

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