ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 30-Dec-2021

Day Change Summary
	Previous	Current
	29-Dec-2021	30-Dec-2021	Change	Change %	Previous Week
Open	120-300	120-252	-0-048	-0.1%	121-085
High	121-012	120-310	-0-022	-0.1%	121-182
Low	120-230	120-248	0-018	0.0%	120-295
Close	120-258	120-290	0-032	0.1%	120-308
Range	0-102	0-062	-0-040	-39.0%	0-208
ATR	0-113	0-110	-0-004	-3.2%	0-000
Volume	536,379	417,055	-119,324	-22.2%	2,284,951

Daily Pivots for day following 30-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-150	121-122	121-004
R3	121-088	121-060	120-307
R2	121-025	121-025	120-301
R1	120-318	120-318	120-296	121-011
PP	120-282	120-282	120-282	120-289
S1	120-255	120-255	120-284	120-269
S2	120-220	120-220	120-279
S3	120-158	120-192	120-273
S4	120-095	120-130	120-256

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	121-028	120-230	0-118	0.3%	0-060	0.2%	51%	False	False	408,650
10	121-182	120-230	0-272	0.7%	0-087	0.2%	22%	False	False	583,146
20	121-182	120-172	1-010	0.9%	0-108	0.3%	36%	False	False	721,024
40	121-300	120-072	1-228	1.4%	0-129	0.3%	40%	False	False	669,607

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-256
2.618	121-154
1.618	121-091
1.000	121-052
0.618	121-029
HIGH	120-310
0.618	120-286
0.500	120-279
0.382	120-271
LOW	120-248
0.618	120-209
1.000	120-185
1.618	120-146
2.618	120-084
4.250	119-302

Fisher Pivots for day following 30-Dec-2021
Pivot	1 day	3 day
R1	120-286	120-287
PP	120-282	120-284
S1	120-279	120-281

Download as Excel Spreadsheet

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

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