ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 05-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2021 |
05-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-242 |
122-050 |
0-128 |
0.3% |
121-222 |
| High |
122-095 |
122-165 |
0-070 |
0.2% |
122-165 |
| Low |
121-238 |
121-318 |
0-080 |
0.2% |
121-175 |
| Close |
122-072 |
122-145 |
0-072 |
0.2% |
122-145 |
| Range |
0-178 |
0-168 |
-0-010 |
-5.6% |
0-310 |
| ATR |
0-113 |
0-116 |
0-004 |
3.5% |
0-000 |
| Volume |
1,188,063 |
1,133,427 |
-54,636 |
-4.6% |
5,408,416 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-285 |
123-222 |
122-237 |
|
| R3 |
123-118 |
123-055 |
122-191 |
|
| R2 |
122-270 |
122-270 |
122-176 |
|
| R1 |
122-208 |
122-208 |
122-160 |
122-239 |
| PP |
122-102 |
122-102 |
122-102 |
122-118 |
| S1 |
122-040 |
122-040 |
122-130 |
122-071 |
| S2 |
121-255 |
121-255 |
122-114 |
|
| S3 |
121-088 |
121-192 |
122-099 |
|
| S4 |
120-240 |
121-025 |
122-053 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-025 |
124-235 |
122-316 |
|
| R3 |
124-035 |
123-245 |
122-230 |
|
| R2 |
123-045 |
123-045 |
122-202 |
|
| R1 |
122-255 |
122-255 |
122-173 |
122-310 |
| PP |
122-055 |
122-055 |
122-055 |
122-082 |
| S1 |
121-265 |
121-265 |
122-117 |
122-000 |
| S2 |
121-065 |
121-065 |
122-088 |
|
| S3 |
120-075 |
120-275 |
122-060 |
|
| S4 |
119-085 |
119-285 |
121-294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-165 |
121-175 |
0-310 |
0.8% |
0-142 |
0.4% |
94% |
True |
False |
1,081,683 |
| 10 |
122-165 |
121-125 |
1-040 |
0.9% |
0-129 |
0.3% |
94% |
True |
False |
1,150,108 |
| 20 |
122-165 |
121-125 |
1-040 |
0.9% |
0-115 |
0.3% |
94% |
True |
False |
1,097,042 |
| 40 |
123-252 |
121-125 |
2-128 |
2.0% |
0-100 |
0.3% |
44% |
False |
False |
1,009,495 |
| 60 |
123-300 |
121-125 |
2-175 |
2.1% |
0-090 |
0.2% |
42% |
False |
False |
895,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-237 |
|
2.618 |
123-284 |
|
1.618 |
123-116 |
|
1.000 |
123-012 |
|
0.618 |
122-269 |
|
HIGH |
122-165 |
|
0.618 |
122-101 |
|
0.500 |
122-081 |
|
0.382 |
122-061 |
|
LOW |
121-318 |
|
0.618 |
121-214 |
|
1.000 |
121-150 |
|
1.618 |
121-046 |
|
2.618 |
120-199 |
|
4.250 |
119-246 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
122-124 |
122-102 |
| PP |
122-102 |
122-058 |
| S1 |
122-081 |
122-015 |
|