ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 03-Jan-2022

Day Change Summary
	Previous	Current
	31-Dec-2021	03-Jan-2022	Change	Change %	Previous Week
Open	120-300	120-280	-0-020	-0.1%	120-302
High	121-010	120-285	-0-045	-0.1%	121-012
Low	120-275	120-135	-0-140	-0.4%	120-230
Close	120-312	120-140	-0-172	-0.4%	120-312
Range	0-055	0-150	0-095	172.7%	0-102
ATR	0-106	0-111	0-005	4.8%	0-000
Volume	447,029	907,964	460,935	103.1%	2,148,802

Daily Pivots for day following 03-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	121-317	121-218	120-222
R3	121-167	121-068	120-181
R2	121-017	121-017	120-168
R1	120-238	120-238	120-154	120-212
PP	120-187	120-187	120-187	120-174
S1	120-088	120-088	120-126	120-062
S2	120-037	120-037	120-112
S3	119-207	119-258	120-099
S4	119-057	119-108	120-058

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	120-135	0-198	0.5%	0-082	0.2%	3%	False	True	553,552
10	121-182	120-135	1-048	1.0%	0-081	0.2%	1%	False	True	534,171
20	121-182	120-135	1-048	1.0%	0-101	0.3%	1%	False	True	683,376
40	121-300	120-072	1-228	1.4%	0-126	0.3%	12%	False	False	703,397

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	122-282
2.618	122-038
1.618	121-208
1.000	121-115
0.618	121-058
HIGH	120-285
0.618	120-228
0.500	120-210
0.382	120-192
LOW	120-135
0.618	120-042
1.000	119-305
1.618	119-212
2.618	119-062
4.250	118-138

Fisher Pivots for day following 03-Jan-2022
Pivot	1 day	3 day
R1	120-210	120-232
PP	120-187	120-202
S1	120-163	120-171

Download as Excel Spreadsheet

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

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