ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 16-Dec-2021

Day Change Summary
	Previous	Current
	15-Dec-2021	16-Dec-2021	Change	Change %	Previous Week
Open	120-292	120-278	-0-015	0.0%	121-118
High	121-005	121-098	0-092	0.2%	121-122
Low	120-188	120-240	0-052	0.1%	120-172
Close	120-260	121-085	0-145	0.4%	120-272
Range	0-138	0-178	0-040	29.1%	0-270
ATR	0-140	0-143	0-003	1.9%	0-000
Volume	1,105,599	1,056,888	-48,711	-4.4%	4,118,624

Daily Pivots for day following 16-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-247	122-183	121-183
R3	122-069	122-006	121-134
R2	121-212	121-212	121-118
R1	121-148	121-148	121-101	121-180
PP	121-034	121-034	121-034	121-050
S1	120-291	120-291	121-069	121-002
S2	120-177	120-177	121-052
S3	119-319	120-113	121-036
S4	119-142	119-256	120-307

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	121-098	120-172	0-245	0.6%	0-136	0.4%	95%	True	False	875,161
10	121-165	120-172	0-312	0.8%	0-132	0.3%	74%	False	False	869,988
20	121-275	120-072	1-202	1.3%	0-154	0.4%	64%	False	False	1,090,786
40	121-300	120-072	1-228	1.4%	0-135	0.3%	61%	False	False	550,281

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	123-212
2.618	122-242
1.618	122-065
1.000	121-275
0.618	121-207
HIGH	121-098
0.618	121-030
0.500	121-009
0.382	120-308
LOW	120-240
0.618	120-130
1.000	120-062
1.618	119-273
2.618	119-095
4.250	118-126

Fisher Pivots for day following 16-Dec-2021
Pivot	1 day	3 day
R1	121-060	121-051
PP	121-034	121-017
S1	121-009	120-302

Download as Excel Spreadsheet

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

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