ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 03-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2021 |
03-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-248 |
121-298 |
0-050 |
0.1% |
121-215 |
| High |
122-030 |
122-018 |
-0-012 |
0.0% |
121-315 |
| Low |
121-220 |
121-185 |
-0-035 |
-0.1% |
121-125 |
| Close |
121-310 |
121-250 |
-0-060 |
-0.2% |
121-240 |
| Range |
0-130 |
0-152 |
0-022 |
17.3% |
0-190 |
| ATR |
0-104 |
0-108 |
0-003 |
3.3% |
0-000 |
| Volume |
973,153 |
1,211,338 |
238,185 |
24.5% |
6,092,671 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-075 |
122-315 |
122-014 |
|
| R3 |
122-242 |
122-162 |
121-292 |
|
| R2 |
122-090 |
122-090 |
121-278 |
|
| R1 |
122-010 |
122-010 |
121-264 |
121-294 |
| PP |
121-258 |
121-258 |
121-258 |
121-239 |
| S1 |
121-178 |
121-178 |
121-236 |
121-141 |
| S2 |
121-105 |
121-105 |
121-222 |
|
| S3 |
120-272 |
121-025 |
121-208 |
|
| S4 |
120-120 |
120-192 |
121-166 |
|
|
| 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% |
0-130 |
0.3% |
56% |
False |
False |
1,242,469 |
| 10 |
122-030 |
121-125 |
0-225 |
0.6% |
0-119 |
0.3% |
56% |
False |
False |
1,165,692 |
| 20 |
122-262 |
121-125 |
1-138 |
1.2% |
0-107 |
0.3% |
27% |
False |
False |
1,066,935 |
| 40 |
123-252 |
121-125 |
2-128 |
2.0% |
0-095 |
0.2% |
16% |
False |
False |
987,377 |
| 60 |
123-300 |
121-125 |
2-175 |
2.1% |
0-087 |
0.2% |
15% |
False |
False |
857,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-026 |
|
2.618 |
123-097 |
|
1.618 |
122-264 |
|
1.000 |
122-170 |
|
0.618 |
122-112 |
|
HIGH |
122-018 |
|
0.618 |
121-279 |
|
0.500 |
121-261 |
|
0.382 |
121-243 |
|
LOW |
121-185 |
|
0.618 |
121-091 |
|
1.000 |
121-032 |
|
1.618 |
120-258 |
|
2.618 |
120-106 |
|
4.250 |
119-177 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-261 |
121-262 |
| PP |
121-258 |
121-258 |
| S1 |
121-254 |
121-254 |
|