ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 05-Jan-2022

Day Change Summary
	Previous	Current
	04-Jan-2022	05-Jan-2022	Change	Change %	Previous Week
Open	120-162	120-160	-0-002	0.0%	120-302
High	120-175	120-172	-0-002	0.0%	121-012
Low	120-102	120-028	-0-075	-0.2%	120-230
Close	120-138	120-038	-0-100	-0.3%	120-312
Range	0-072	0-145	0-072	100.0%	0-102
ATR	0-108	0-111	0-003	2.4%	0-000
Volume	949,320	1,016,140	66,820	7.0%	2,148,802

Daily Pivots for day following 05-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	121-194	121-101	120-117
R3	121-049	120-276	120-077
R2	120-224	120-224	120-064
R1	120-131	120-131	120-051	120-105
PP	120-079	120-079	120-079	120-066
S1	119-306	119-306	120-024	119-280
S2	119-254	119-254	120-011
S3	119-109	119-161	119-318
S4	118-284	119-016	119-278

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	121-010	120-028	0-302	0.8%	0-097	0.3%	3%	False	True	747,501
10	121-045	120-028	1-018	0.9%	0-079	0.2%	3%	False	True	592,026
20	121-182	120-028	1-155	1.2%	0-101	0.3%	2%	False	True	707,427
40	121-275	120-028	1-248	1.5%	0-124	0.3%	2%	False	True	752,367

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-149
2.618	121-232
1.618	121-087
1.000	120-318
0.618	120-262
HIGH	120-172
0.618	120-117
0.500	120-100
0.382	120-083
LOW	120-028
0.618	119-258
1.000	119-202
1.618	119-113
2.618	118-288
4.250	118-051

Fisher Pivots for day following 05-Jan-2022
Pivot	1 day	3 day
R1	120-100	120-156
PP	120-079	120-117
S1	120-058	120-077

Download as Excel Spreadsheet

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

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