ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 31-Dec-2021

Day Change Summary
	Previous	Current
	30-Dec-2021	31-Dec-2021	Change	Change %	Previous Week
Open	120-252	120-300	0-048	0.1%	120-302
High	120-310	121-010	0-020	0.1%	121-012
Low	120-248	120-275	0-028	0.1%	120-230
Close	120-290	120-312	0-022	0.1%	120-312
Range	0-062	0-055	-0-008	-12.0%	0-102
ATR	0-110	0-106	-0-004	-3.6%	0-000
Volume	417,055	447,029	29,974	7.2%	2,148,802

Daily Pivots for day following 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-151	121-127	121-023
R3	121-096	121-072	121-008
R2	121-041	121-041	121-003
R1	121-017	121-017	120-318	121-029
PP	120-306	120-306	120-306	120-312
S1	120-282	120-282	120-307	120-294
S2	120-251	120-251	120-302
S3	120-196	120-227	120-297
S4	120-141	120-172	120-282

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-279	121-238	121-049
R3	121-177	121-136	121-021
R2	121-074	121-074	121-011
R1	121-033	121-033	121-002	121-054
PP	120-292	120-292	120-292	120-302
S1	120-251	120-251	120-303	120-271
S2	120-189	120-189	120-294
S3	120-087	120-148	120-284
S4	119-304	120-046	120-256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-012	120-230	0-102	0.3%	0-061	0.2%	80%	False	False	429,760
10	121-182	120-230	0-272	0.7%	0-075	0.2%	30%	False	False	522,160
20	121-182	120-172	1-010	0.9%	0-103	0.3%	42%	False	False	696,074
40	121-300	120-072	1-228	1.4%	0-127	0.3%	44%	False	False	680,737

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-244
2.618	121-154
1.618	121-099
1.000	121-065
0.618	121-044
HIGH	121-010
0.618	120-309
0.500	120-302
0.382	120-296
LOW	120-275
0.618	120-241
1.000	120-220
1.618	120-186
2.618	120-131
4.250	120-041

Fisher Pivots for day following 31-Dec-2021
Pivot	1 day	3 day
R1	120-309	120-302
PP	120-306	120-292
S1	120-302	120-281

Download as Excel Spreadsheet

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

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