ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 29-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2021 |
29-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
121-272 |
121-242 |
-0-030 |
-0.1% |
121-215 |
| High |
121-315 |
121-275 |
-0-040 |
-0.1% |
121-315 |
| Low |
121-180 |
121-125 |
-0-055 |
-0.1% |
121-125 |
| Close |
121-232 |
121-240 |
0-008 |
0.0% |
121-240 |
| Range |
0-135 |
0-150 |
0-015 |
11.1% |
0-190 |
| ATR |
0-100 |
0-104 |
0-004 |
3.6% |
0-000 |
| Volume |
1,531,779 |
1,593,642 |
61,863 |
4.0% |
6,092,671 |
|
| Daily Pivots for day following 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-023 |
122-282 |
122-002 |
|
| R3 |
122-193 |
122-132 |
121-281 |
|
| R2 |
122-043 |
122-043 |
121-268 |
|
| R1 |
121-302 |
121-302 |
121-254 |
121-258 |
| PP |
121-213 |
121-213 |
121-213 |
121-191 |
| S1 |
121-152 |
121-152 |
121-226 |
121-108 |
| S2 |
121-063 |
121-063 |
121-212 |
|
| S3 |
120-233 |
121-002 |
121-199 |
|
| S4 |
120-083 |
120-172 |
121-158 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-157 |
123-068 |
122-024 |
|
| R3 |
122-287 |
122-198 |
121-292 |
|
| R2 |
122-097 |
122-097 |
121-275 |
|
| R1 |
122-008 |
122-008 |
121-257 |
122-052 |
| PP |
121-227 |
121-227 |
121-227 |
121-249 |
| S1 |
121-138 |
121-138 |
121-223 |
121-182 |
| S2 |
121-037 |
121-037 |
121-205 |
|
| S3 |
120-167 |
120-268 |
121-188 |
|
| S4 |
119-297 |
120-078 |
121-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-315 |
121-125 |
0-190 |
0.5% |
0-116 |
0.3% |
61% |
False |
True |
1,218,534 |
| 10 |
122-015 |
121-125 |
0-210 |
0.5% |
0-112 |
0.3% |
55% |
False |
True |
1,185,985 |
| 20 |
123-042 |
121-125 |
1-238 |
1.4% |
0-099 |
0.3% |
21% |
False |
True |
1,028,012 |
| 40 |
123-300 |
121-125 |
2-175 |
2.1% |
0-091 |
0.2% |
14% |
False |
True |
960,525 |
| 60 |
123-300 |
121-125 |
2-175 |
2.1% |
0-085 |
0.2% |
14% |
False |
True |
805,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-272 |
|
2.618 |
123-028 |
|
1.618 |
122-198 |
|
1.000 |
122-105 |
|
0.618 |
122-048 |
|
HIGH |
121-275 |
|
0.618 |
121-218 |
|
0.500 |
121-200 |
|
0.382 |
121-182 |
|
LOW |
121-125 |
|
0.618 |
121-032 |
|
1.000 |
120-295 |
|
1.618 |
120-202 |
|
2.618 |
120-052 |
|
4.250 |
119-128 |
|
|
| Fisher Pivots for day following 29-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-227 |
121-233 |
| PP |
121-213 |
121-227 |
| S1 |
121-200 |
121-220 |
|