ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 06-Jan-2022

Day Change Summary
	Previous	Current
	05-Jan-2022	06-Jan-2022	Change	Change %	Previous Week
Open	120-160	120-042	-0-118	-0.3%	120-302
High	120-172	120-072	-0-100	-0.3%	121-012
Low	120-028	119-270	-0-078	-0.2%	120-230
Close	120-038	119-278	-0-080	-0.2%	120-312
Range	0-145	0-122	-0-022	-15.5%	0-102
ATR	0-111	0-112	0-001	0.7%	0-000
Volume	1,016,140	1,078,231	62,091	6.1%	2,148,802

Daily Pivots for day following 06-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	121-041	120-282	120-025
R3	120-238	120-159	119-311
R2	120-116	120-116	119-300
R1	120-037	120-037	119-289	120-015
PP	119-313	119-313	119-313	119-302
S1	119-234	119-234	119-266	119-212
S2	119-191	119-191	119-255
S3	119-068	119-112	119-244
S4	118-266	118-309	119-210

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	119-270	1-060	1.0%	0-109	0.3%	2%	False	True	879,736
10	121-028	119-270	1-078	1.0%	0-084	0.2%	2%	False	True	644,193
20	121-182	119-270	1-232	1.4%	0-101	0.3%	1%	False	True	714,453
40	121-275	119-270	2-005	1.7%	0-125	0.3%	1%	False	True	779,251

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	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-273
2.618	121-073
1.618	120-271
1.000	120-195
0.618	120-148
HIGH	120-072
0.618	120-026
0.500	120-011
0.382	119-317
LOW	119-270
0.618	119-194
1.000	119-148
1.618	119-072
2.618	118-269
4.250	118-069

Fisher Pivots for day following 06-Jan-2022
Pivot	1 day	3 day
R1	120-011	120-062
PP	119-313	120-028
S1	119-295	119-312

Download as Excel Spreadsheet

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

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