ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 21-Dec-2021

Day Change Summary
	Previous	Current
	20-Dec-2021	21-Dec-2021	Change	Change %	Previous Week
Open	121-085	121-098	0-012	0.0%	120-262
High	121-182	121-122	-0-060	-0.2%	121-135
Low	121-082	120-308	-0-095	-0.2%	120-188
Close	121-108	120-315	-0-112	-0.3%	121-075
Range	0-100	0-135	0-035	35.0%	0-268
ATR	0-136	0-136	0-000	-0.1%	0-000
Volume	767,701	619,216	-148,485	-19.3%	4,207,181

Daily Pivots for day following 21-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-120	122-032	121-069
R3	121-305	121-218	121-032
R2	121-170	121-170	121-020
R1	121-082	121-082	121-007	121-059
PP	121-035	121-035	121-035	121-023
S1	120-268	120-268	120-303	120-244
S2	120-220	120-220	120-290
S3	120-085	120-132	120-278
S4	119-270	119-318	120-241

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%	0-128	0.3%	40%	False	False	867,451
10	121-182	120-172	1-010	0.9%	0-122	0.3%	43%	False	False	822,829
20	121-275	120-072	1-202	1.3%	0-150	0.4%	46%	False	False	1,110,063
40	121-300	120-072	1-228	1.4%	0-137	0.4%	44%	False	False	604,649

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	0-032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-056
2.618	122-156
1.618	122-021
1.000	121-258
0.618	121-206
HIGH	121-122
0.618	121-071
0.500	121-055
0.382	121-039
LOW	120-308
0.618	120-224
1.000	120-172
1.618	120-089
2.618	119-274
4.250	119-054

Fisher Pivots for day following 21-Dec-2021
Pivot	1 day	3 day
R1	121-055	121-085
PP	121-035	121-055
S1	121-015	121-025

Download as Excel Spreadsheet

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

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