ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 07-Jan-2022

Day Change Summary
	Previous	Current
	06-Jan-2022	07-Jan-2022	Change	Change %	Previous Week
Open	120-042	119-288	-0-075	-0.2%	120-280
High	120-072	119-312	-0-080	-0.2%	120-285
Low	119-270	119-202	-0-068	-0.2%	119-202
Close	119-278	119-235	-0-042	-0.1%	119-235
Range	0-122	0-110	-0-012	-10.2%	1-082
ATR	0-112	0-112	0-000	-0.1%	0-000
Volume	1,078,231	1,102,805	24,574	2.3%	5,054,460

Daily Pivots for day following 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	120-260	120-198	119-296
R3	120-150	120-088	119-265
R2	120-040	120-040	119-255
R1	119-298	119-298	119-245	119-274
PP	119-250	119-250	119-250	119-238
S1	119-188	119-188	119-225	119-164
S2	119-140	119-140	119-215
S3	119-030	119-078	119-205
S4	118-240	118-288	119-174

Weekly Pivots for week ending 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	123-275	123-018	120-136
R3	122-192	121-255	120-026
R2	121-110	121-110	119-309
R1	120-172	120-172	119-272	120-100
PP	120-028	120-028	120-028	119-311
S1	119-090	119-090	119-198	119-018
S2	118-265	118-265	119-161
S3	117-182	118-008	119-124
S4	116-100	116-245	119-014

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-285	119-202	1-082	1.1%	0-120	0.3%	8%	False	True	1,010,892
10	121-012	119-202	1-130	1.2%	0-090	0.2%	7%	False	True	720,326
20	121-182	119-202	1-300	1.6%	0-101	0.3%	5%	False	True	732,593
40	121-275	119-202	2-072	1.9%	0-122	0.3%	5%	False	True	806,412

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	0-017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-140
2.618	120-280
1.618	120-170
1.000	120-102
0.618	120-060
HIGH	119-312
0.618	119-270
0.500	119-258
0.382	119-245
LOW	119-202
0.618	119-135
1.000	119-092
1.618	119-025
2.618	118-235
4.250	118-055

Fisher Pivots for day following 07-Jan-2022
Pivot	1 day	3 day
R1	119-258	120-028
PP	119-250	119-310
S1	119-242	119-272

Download as Excel Spreadsheet

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

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