ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 02-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2021 |
02-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-222 |
121-248 |
0-025 |
0.1% |
121-215 |
| High |
121-258 |
122-030 |
0-092 |
0.2% |
121-315 |
| Low |
121-175 |
121-220 |
0-045 |
0.1% |
121-125 |
| Close |
121-222 |
121-310 |
0-088 |
0.2% |
121-240 |
| Range |
0-082 |
0-130 |
0-048 |
57.6% |
0-190 |
| ATR |
0-102 |
0-104 |
0-002 |
2.0% |
0-000 |
| Volume |
902,435 |
973,153 |
70,718 |
7.8% |
6,092,671 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-043 |
122-307 |
122-062 |
|
| R3 |
122-233 |
122-177 |
122-026 |
|
| R2 |
122-103 |
122-103 |
122-014 |
|
| R1 |
122-047 |
122-047 |
122-002 |
122-075 |
| PP |
121-293 |
121-293 |
121-293 |
121-308 |
| S1 |
121-237 |
121-237 |
121-298 |
121-265 |
| S2 |
121-163 |
121-163 |
121-286 |
|
| S3 |
121-033 |
121-107 |
121-274 |
|
| S4 |
120-223 |
120-297 |
121-238 |
|
|
| 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 |
122-030 |
121-125 |
0-225 |
0.6% |
0-127 |
0.3% |
82% |
True |
False |
1,306,214 |
| 10 |
122-030 |
121-125 |
0-225 |
0.6% |
0-114 |
0.3% |
82% |
True |
False |
1,137,379 |
| 20 |
122-272 |
121-125 |
1-148 |
1.2% |
0-102 |
0.3% |
40% |
False |
False |
1,046,995 |
| 40 |
123-252 |
121-125 |
2-128 |
2.0% |
0-092 |
0.2% |
24% |
False |
False |
973,518 |
| 60 |
123-300 |
121-125 |
2-175 |
2.1% |
0-086 |
0.2% |
23% |
False |
False |
836,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-262 |
|
2.618 |
123-050 |
|
1.618 |
122-240 |
|
1.000 |
122-160 |
|
0.618 |
122-110 |
|
HIGH |
122-030 |
|
0.618 |
121-300 |
|
0.500 |
121-285 |
|
0.382 |
121-270 |
|
LOW |
121-220 |
|
0.618 |
121-140 |
|
1.000 |
121-090 |
|
1.618 |
121-010 |
|
2.618 |
120-200 |
|
4.250 |
119-308 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-302 |
121-286 |
| PP |
121-293 |
121-262 |
| S1 |
121-285 |
121-238 |
|