ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 04-Jan-2022

Day Change Summary
	Previous	Current
	03-Jan-2022	04-Jan-2022	Change	Change %	Previous Week
Open	120-280	120-162	-0-118	-0.3%	120-302
High	120-285	120-175	-0-110	-0.3%	121-012
Low	120-135	120-102	-0-032	-0.1%	120-230
Close	120-140	120-138	-0-002	0.0%	120-312
Range	0-150	0-072	-0-078	-51.7%	0-102
ATR	0-111	0-108	-0-003	-2.5%	0-000
Volume	907,964	949,320	41,356	4.6%	2,148,802

Daily Pivots for day following 04-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	121-036	120-319	120-177
R3	120-283	120-247	120-157
R2	120-211	120-211	120-151
R1	120-174	120-174	120-144	120-156
PP	120-138	120-138	120-138	120-129
S1	120-102	120-102	120-131	120-084
S2	120-066	120-066	120-124
S3	119-313	120-029	120-118
S4	119-241	119-277	120-098

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	120-102	0-230	0.6%	0-088	0.2%	15%	False	True	651,549
10	121-122	120-102	1-020	0.9%	0-078	0.2%	10%	False	True	552,333
20	121-182	120-102	1-080	1.0%	0-099	0.3%	9%	False	True	694,905
40	121-278	120-072	1-205	1.4%	0-124	0.3%	12%	False	False	727,046

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-163
2.618	121-045
1.618	120-292
1.000	120-248
0.618	120-220
HIGH	120-175
0.618	120-147
0.500	120-139
0.382	120-130
LOW	120-102
0.618	120-058
1.000	120-030
1.618	119-305
2.618	119-233
4.250	119-114

Fisher Pivots for day following 04-Jan-2022
Pivot	1 day	3 day
R1	120-139	120-216
PP	120-138	120-190
S1	120-138	120-164

Download as Excel Spreadsheet

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

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