ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 20-Dec-2021

Day Change Summary
	Previous	Current
	17-Dec-2021	20-Dec-2021	Change	Change %	Previous Week
Open	121-095	121-085	-0-010	0.0%	120-262
High	121-135	121-182	0-048	0.1%	121-135
Low	121-048	121-082	0-035	0.1%	120-188
Close	121-075	121-108	0-032	0.1%	121-075
Range	0-088	0-100	0-012	14.3%	0-268
ATR	0-139	0-136	-0-002	-1.6%	0-000
Volume	787,853	767,701	-20,152	-2.6%	4,207,181

Daily Pivots for day following 20-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-104	122-046	121-162
R3	122-004	121-266	121-135
R2	121-224	121-224	121-126
R1	121-166	121-166	121-117	121-195
PP	121-124	121-124	121-124	121-139
S1	121-066	121-066	121-098	121-095
S2	121-024	121-024	121-089
S3	120-244	120-286	121-080
S4	120-144	120-186	121-052

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	121-182	120-188	0-315	0.8%	0-116	0.3%	76%	True	False	879,475
10	121-182	120-172	1-010	0.8%	0-120	0.3%	77%	True	False	837,477
20	121-275	120-072	1-202	1.3%	0-151	0.4%	68%	False	False	1,139,876
40	121-300	120-072	1-228	1.4%	0-136	0.3%	65%	False	False	589,169

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	0-031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-288
2.618	122-124
1.618	122-024
1.000	121-282
0.618	121-244
HIGH	121-182
0.618	121-144
0.500	121-132
0.382	121-121
LOW	121-082
0.618	121-021
1.000	120-302
1.618	120-241
2.618	120-141
4.250	119-298

Fisher Pivots for day following 20-Dec-2021
Pivot	1 day	3 day
R1	121-132	121-089
PP	121-124	121-070
S1	121-116	121-051

Download as Excel Spreadsheet

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

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