ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 28-Oct-2021

Day Change Summary
	Previous	Current
	27-Oct-2021	28-Oct-2021	Change	Change %	Previous Week
Open	121-100	120-315	-0-105	-0.3%	121-025
High	121-100	121-102	0-002	0.0%	121-110
Low	120-288	120-298	0-010	0.0%	120-245
Close	121-092	121-028	-0-065	-0.2%	120-310
Range	0-132	0-125	-0-008	-5.7%	0-185
ATR
Volume	25	152	127	508.0%	9

Daily Pivots for day following 28-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-091	122-024	121-096
R3	121-286	121-219	121-062
R2	121-161	121-161	121-050
R1	121-094	121-094	121-039	121-128
PP	121-036	121-036	121-036	121-052
S1	120-289	120-289	121-016	121-002
S2	120-231	120-231	121-005
S3	120-106	120-164	120-313
S4	119-301	120-039	120-279

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-243	122-142	121-092
R3	122-058	121-277	121-041
R2	121-193	121-193	121-024
R1	121-092	121-092	121-007	121-050
PP	121-008	121-008	121-008	120-308
S1	120-227	120-227	120-293	120-185
S2	120-143	120-143	120-276
S3	119-278	120-042	120-259
S4	119-093	119-177	120-208

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-102	120-245	0-178	0.5%	0-094	0.2%	58%	True	False	38
10	121-195	120-245	0-270	0.7%	0-080	0.2%	38%	False	False	20

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	0-011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-314
2.618	122-110
1.618	121-305
1.000	121-228
0.618	121-180
HIGH	121-102
0.618	121-055
0.500	121-040
0.382	121-025
LOW	120-298
0.618	120-220
1.000	120-172
1.618	120-095
2.618	119-290
4.250	119-086

Fisher Pivots for day following 28-Oct-2021
Pivot	1 day	3 day
R1	121-040	121-035
PP	121-036	121-032
S1	121-032	121-030

Download as Excel Spreadsheet

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

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