ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 29-Dec-2021
Day Change Summary
Previous Current
28-Dec-2021 29-Dec-2021 Change Change % Previous Week
Open 120-292 120-300 0-008 0.0% 121-085
High 120-318 121-012 0-015 0.0% 121-182
Low 120-280 120-230 -0-050 -0.1% 120-295
Close 120-302 120-258 -0-045 -0.1% 120-308
Range 0-038 0-102 0-065 173.3% 0-208
ATR 0-114 0-113 -0-001 -0.7% 0-000
Volume 459,336 536,379 77,043 16.8% 2,284,951
Daily Pivots for day following 29-Dec-2021
Classic Woodie Camarilla DeMark
R4 121-261 121-202 120-314
R3 121-158 121-099 120-286
R2 121-056 121-056 120-276
R1 120-317 120-317 120-267 120-295
PP 120-273 120-273 120-273 120-262
S1 120-214 120-214 120-248 120-192
S2 120-171 120-171 120-239
S3 120-068 120-112 120-229
S4 119-286 120-009 120-201
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
5 121-045 120-230 0-135 0.3% 0-062 0.2% 20% False True 436,550
10 121-182 120-188 0-315 0.8% 0-094 0.2% 22% False False 652,000
20 121-182 120-172 1-010 0.9% 0-114 0.3% 26% False False 756,932
40 121-300 120-072 1-228 1.4% 0-131 0.3% 34% False False 659,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-128
2.618 121-281
1.618 121-178
1.000 121-115
0.618 121-076
HIGH 121-012
0.618 120-293
0.500 120-281
0.382 120-269
LOW 120-230
0.618 120-167
1.000 120-128
1.618 120-064
2.618 119-282
4.250 119-114
Fisher Pivots for day following 29-Dec-2021
Pivot 1 day 3 day
R1 120-281 120-281
PP 120-273 120-273
S1 120-265 120-265

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

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