ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 28-Dec-2021

Day Change Summary
	Previous	Current
	27-Dec-2021	28-Dec-2021	Change	Change %	Previous Week
Open	120-302	120-292	-0-010	0.0%	121-085
High	120-310	120-318	0-008	0.0%	121-182
Low	120-262	120-280	0-018	0.0%	120-295
Close	120-285	120-302	0-018	0.0%	120-308
Range	0-048	0-038	-0-010	-21.1%	0-208
ATR	0-120	0-114	-0-006	-4.9%	0-000
Volume	289,003	459,336	170,333	58.9%	2,284,951

Daily Pivots for day following 28-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-092	121-075	121-003
R3	121-055	121-038	120-313
R2	121-018	121-018	120-309
R1	121-000	121-000	120-306	121-009
PP	120-300	120-300	120-300	120-304
S1	120-282	120-282	120-299	120-291
S2	120-262	120-262	120-296
S3	120-225	120-245	120-292
S4	120-188	120-208	120-282

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	121-122	120-262	0-180	0.5%	0-068	0.2%	22%	False	False	453,117
10	121-182	120-188	0-315	0.8%	0-092	0.2%	37%	False	False	666,296
20	121-275	120-172	1-102	1.1%	0-122	0.3%	31%	False	False	832,272
40	121-300	120-072	1-228	1.4%	0-130	0.3%	42%	False	False	645,798

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	121-157
2.618	121-096
1.618	121-058
1.000	121-035
0.618	121-021
HIGH	120-318
0.618	120-303
0.500	120-299
0.382	120-294
LOW	120-280
0.618	120-257
1.000	120-242
1.618	120-219
2.618	120-182
4.250	120-121

Fisher Pivots for day following 28-Dec-2021
Pivot	1 day	3 day
R1	120-301	120-305
PP	120-300	120-304
S1	120-299	120-303

Download as Excel Spreadsheet

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

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