ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 01-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-242 |
121-222 |
-0-020 |
-0.1% |
121-215 |
| High |
121-275 |
121-258 |
-0-018 |
0.0% |
121-315 |
| Low |
121-125 |
121-175 |
0-050 |
0.1% |
121-125 |
| Close |
121-240 |
121-222 |
-0-018 |
0.0% |
121-240 |
| Range |
0-150 |
0-082 |
-0-068 |
-45.0% |
0-190 |
| ATR |
0-104 |
0-102 |
-0-002 |
-1.5% |
0-000 |
| Volume |
1,593,642 |
902,435 |
-691,207 |
-43.4% |
6,092,671 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-146 |
122-107 |
121-268 |
|
| R3 |
122-063 |
122-024 |
121-245 |
|
| R2 |
121-301 |
121-301 |
121-238 |
|
| R1 |
121-262 |
121-262 |
121-230 |
121-264 |
| PP |
121-218 |
121-218 |
121-218 |
121-219 |
| S1 |
121-179 |
121-179 |
121-215 |
121-181 |
| S2 |
121-136 |
121-136 |
121-207 |
|
| S3 |
121-053 |
121-097 |
121-200 |
|
| S4 |
120-291 |
121-014 |
121-177 |
|
|
| 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% |
0-115 |
0.3% |
51% |
False |
False |
1,258,467 |
| 10 |
122-015 |
121-125 |
0-210 |
0.5% |
0-109 |
0.3% |
46% |
False |
False |
1,138,107 |
| 20 |
122-318 |
121-125 |
1-192 |
1.3% |
0-100 |
0.3% |
19% |
False |
False |
1,033,722 |
| 40 |
123-252 |
121-125 |
2-128 |
2.0% |
0-091 |
0.2% |
13% |
False |
False |
964,707 |
| 60 |
123-300 |
121-125 |
2-175 |
2.1% |
0-085 |
0.2% |
12% |
False |
False |
820,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-288 |
|
2.618 |
122-153 |
|
1.618 |
122-071 |
|
1.000 |
122-020 |
|
0.618 |
121-308 |
|
HIGH |
121-258 |
|
0.618 |
121-226 |
|
0.500 |
121-216 |
|
0.382 |
121-207 |
|
LOW |
121-175 |
|
0.618 |
121-124 |
|
1.000 |
121-092 |
|
1.618 |
121-042 |
|
2.618 |
120-279 |
|
4.250 |
120-144 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-220 |
121-222 |
| PP |
121-218 |
121-221 |
| S1 |
121-216 |
121-220 |
|