ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 10-Jan-2022

Day Change Summary
	Previous	Current
	07-Jan-2022	10-Jan-2022	Change	Change %	Previous Week
Open	119-288	119-238	-0-050	-0.1%	120-280
High	119-312	119-238	-0-075	-0.2%	120-285
Low	119-202	119-155	-0-048	-0.1%	119-202
Close	119-235	119-180	-0-055	-0.1%	119-235
Range	0-110	0-082	-0-028	-25.0%	1-082
ATR	0-112	0-110	-0-002	-1.9%	0-000
Volume	1,102,805	912,236	-190,569	-17.3%	5,054,460

Daily Pivots for day following 10-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	120-118	120-072	119-225
R3	120-036	119-309	119-203
R2	119-273	119-273	119-195
R1	119-227	119-227	119-188	119-209
PP	119-191	119-191	119-191	119-182
S1	119-144	119-144	119-172	119-126
S2	119-108	119-108	119-165
S3	119-026	119-062	119-157
S4	118-263	118-299	119-135

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	120-175	119-155	1-020	0.9%	0-106	0.3%	7%	False	True	1,011,746
10	121-012	119-155	1-178	1.3%	0-094	0.2%	5%	False	True	782,649
20	121-182	119-155	2-028	1.7%	0-098	0.3%	4%	False	True	730,381
40	121-275	119-155	2-120	2.0%	0-121	0.3%	3%	False	True	829,171
60	121-300	119-155	2-145	2.1%	0-118	0.3%	3%	False	True	553,325

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	120-268
2.618	120-133
1.618	120-051
1.000	120-000
0.618	119-288
HIGH	119-238
0.618	119-206
0.500	119-196
0.382	119-187
LOW	119-155
0.618	119-104
1.000	119-072
1.618	119-022
2.618	118-259
4.250	118-124

Fisher Pivots for day following 10-Jan-2022
Pivot	1 day	3 day
R1	119-196	119-274
PP	119-191	119-242
S1	119-185	119-211

Download as Excel Spreadsheet

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

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