ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 22-Dec-2021

Day Change Summary
	Previous	Current
	21-Dec-2021	22-Dec-2021	Change	Change %	Previous Week
Open	121-098	121-018	-0-080	-0.2%	120-262
High	121-122	121-045	-0-078	-0.2%	121-135
Low	120-308	120-295	-0-012	0.0%	120-188
Close	120-315	121-015	0-020	0.1%	121-075
Range	0-135	0-070	-0-065	-48.1%	0-268
ATR	0-136	0-132	-0-005	-3.5%	0-000
Volume	619,216	556,554	-62,662	-10.1%	4,207,181

Daily Pivots for day following 22-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-222	121-188	121-054
R3	121-152	121-118	121-034
R2	121-082	121-082	121-028
R1	121-048	121-048	121-021	121-030
PP	121-012	121-012	121-012	121-002
S1	120-298	120-298	121-009	120-280
S2	120-262	120-262	121-002
S3	120-192	120-228	120-316
S4	120-122	120-158	120-296

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	120-240	0-262	0.7%	0-114	0.3%	36%	False	False	757,642
10	121-182	120-172	1-010	0.9%	0-117	0.3%	49%	False	False	784,712
20	121-275	120-072	1-202	1.3%	0-148	0.4%	50%	False	False	1,010,996
40	121-300	120-072	1-228	1.4%	0-137	0.4%	48%	False	False	618,563

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-028
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	122-022
2.618	121-228
1.618	121-158
1.000	121-115
0.618	121-088
HIGH	121-045
0.618	121-018
0.500	121-010
0.382	121-002
LOW	120-295
0.618	120-252
1.000	120-225
1.618	120-182
2.618	120-112
4.250	119-318

Fisher Pivots for day following 22-Dec-2021
Pivot	1 day	3 day
R1	121-013	121-079
PP	121-012	121-058
S1	121-010	121-036

Download as Excel Spreadsheet

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

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