ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 121-298 121-242 -0-055 -0.1% 121-215
High 122-018 122-095 0-078 0.2% 121-315
Low 121-185 121-238 0-052 0.1% 121-125
Close 121-250 122-072 0-142 0.4% 121-240
Range 0-152 0-178 0-025 16.4% 0-190
ATR 0-108 0-113 0-005 4.6% 0-000
Volume 1,211,338 1,188,063 -23,275 -1.9% 6,092,671
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 123-241 123-174 122-170
R3 123-063 122-317 122-121
R2 122-206 122-206 122-105
R1 122-139 122-139 122-089 122-172
PP 122-028 122-028 122-028 122-045
S1 121-282 121-282 122-056 121-315
S2 121-171 121-171 122-040
S3 120-313 121-104 122-024
S4 120-136 120-247 121-295
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
5 122-095 121-125 0-290 0.7% 0-138 0.4% 92% True False 1,173,726
10 122-095 121-125 0-290 0.7% 0-122 0.3% 92% True False 1,172,830
20 122-240 121-125 1-115 1.1% 0-112 0.3% 61% False False 1,091,638
40 123-252 121-125 2-128 2.0% 0-098 0.2% 35% False False 998,739
60 123-300 121-125 2-175 2.1% 0-088 0.2% 33% False False 876,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 124-209
2.618 123-240
1.618 123-062
1.000 122-272
0.618 122-205
HIGH 122-095
0.618 122-027
0.500 122-006
0.382 121-305
LOW 121-238
0.618 121-128
1.000 121-060
1.618 120-270
2.618 120-093
4.250 119-123
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 122-050 122-042
PP 122-028 122-011
S1 122-006 121-300

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

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