ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 27-Dec-2021

Day Change Summary
	Previous	Current
	23-Dec-2021	27-Dec-2021	Change	Change %	Previous Week
Open	121-018	120-302	-0-035	-0.1%	121-085
High	121-028	120-310	-0-038	-0.1%	121-182
Low	120-298	120-262	-0-035	-0.1%	120-295
Close	120-308	120-285	-0-022	-0.1%	120-308
Range	0-050	0-048	-0-002	-5.0%	0-208
ATR	0-126	0-120	-0-006	-4.4%	0-000
Volume	341,480	289,003	-52,477	-15.4%	2,284,951

Daily Pivots for day following 27-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-108	121-084	120-311
R3	121-061	121-037	120-298
R2	121-013	121-013	120-294
R1	120-309	120-309	120-289	120-298
PP	120-286	120-286	120-286	120-280
S1	120-262	120-262	120-281	120-250
S2	120-238	120-238	120-276
S3	120-191	120-214	120-272
S4	120-143	120-167	120-259

Weekly Pivots for week ending 24-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-031	122-217	121-102
R3	122-143	122-009	121-045
R2	121-256	121-256	121-026
R1	121-122	121-122	121-007	121-085
PP	121-048	121-048	121-048	121-030
S1	120-234	120-234	120-288	120-198
S2	120-161	120-161	120-269
S3	119-273	120-027	120-250
S4	119-066	119-139	120-193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-182	120-262	0-240	0.6%	0-080	0.2%	9%	False	True	514,790
10	121-182	120-188	0-315	0.8%	0-101	0.3%	31%	False	False	678,113
20	121-275	120-172	1-102	1.1%	0-129	0.3%	27%	False	False	874,256
40	121-300	120-072	1-228	1.4%	0-133	0.3%	39%	False	False	634,321

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	121-192
2.618	121-114
1.618	121-067
1.000	121-038
0.618	121-019
HIGH	120-310
0.618	120-292
0.500	120-286
0.382	120-281
LOW	120-262
0.618	120-233
1.000	120-215
1.618	120-186
2.618	120-138
4.250	120-061

Fisher Pivots for day following 27-Dec-2021
Pivot	1 day	3 day
R1	120-286	120-314
PP	120-286	120-304
S1	120-285	120-295

Download as Excel Spreadsheet

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

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