ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 17-Dec-2021

Day Change Summary
	Previous	Current
	16-Dec-2021	17-Dec-2021	Change	Change %	Previous Week
Open	120-278	121-095	0-138	0.4%	120-262
High	121-098	121-135	0-038	0.1%	121-135
Low	120-240	121-048	0-128	0.3%	120-188
Close	121-085	121-075	-0-010	0.0%	121-075
Range	0-178	0-088	-0-090	-50.7%	0-268
ATR	0-143	0-139	-0-004	-2.8%	0-000
Volume	1,056,888	787,853	-269,035	-25.5%	4,207,181

Daily Pivots for day following 17-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-028	121-299	121-123
R3	121-261	121-212	121-099
R2	121-173	121-173	121-091
R1	121-124	121-124	121-083	121-105
PP	121-086	121-086	121-086	121-076
S1	121-037	121-037	121-067	121-018
S2	120-318	120-318	121-059
S3	120-231	120-269	121-051
S4	120-143	120-182	121-027

Weekly Pivots for week ending 17-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-188	123-079	121-222
R3	122-241	122-132	121-149
R2	121-293	121-293	121-124
R1	121-184	121-184	121-100	121-239
PP	121-026	121-026	121-026	121-053
S1	120-237	120-237	121-050	120-291
S2	120-078	120-078	121-026
S3	119-131	119-289	121-001
S4	118-183	119-022	120-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-135	120-188	0-268	0.7%	0-122	0.3%	78%	True	False	841,436
10	121-135	120-172	0-282	0.7%	0-121	0.3%	79%	True	False	832,580
20	121-275	120-072	1-202	1.3%	0-154	0.4%	62%	False	False	1,123,909
40	121-300	120-072	1-228	1.4%	0-135	0.3%	59%	False	False	569,977

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	0-031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-187
2.618	122-044
1.618	121-277
1.000	121-222
0.618	121-189
HIGH	121-135
0.618	121-102
0.500	121-091
0.382	121-081
LOW	121-048
0.618	120-313
1.000	120-280
1.618	120-226
2.618	120-138
4.250	119-316

Fisher Pivots for day following 17-Dec-2021
Pivot	1 day	3 day
R1	121-091	121-050
PP	121-086	121-026
S1	121-080	121-001

Download as Excel Spreadsheet

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

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