ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 08-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
122-050 |
122-128 |
0-078 |
0.2% |
121-222 |
| High |
122-165 |
122-145 |
-0-020 |
-0.1% |
122-165 |
| Low |
121-318 |
122-025 |
0-028 |
0.1% |
121-175 |
| Close |
122-145 |
122-040 |
-0-105 |
-0.3% |
122-145 |
| Range |
0-168 |
0-120 |
-0-048 |
-28.4% |
0-310 |
| ATR |
0-116 |
0-117 |
0-000 |
0.2% |
0-000 |
| Volume |
1,133,427 |
725,856 |
-407,571 |
-36.0% |
5,408,416 |
|
| Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-110 |
123-035 |
122-106 |
|
| R3 |
122-310 |
122-235 |
122-073 |
|
| R2 |
122-190 |
122-190 |
122-062 |
|
| R1 |
122-115 |
122-115 |
122-051 |
122-092 |
| PP |
122-070 |
122-070 |
122-070 |
122-059 |
| S1 |
121-315 |
121-315 |
122-029 |
121-292 |
| S2 |
121-270 |
121-270 |
122-018 |
|
| S3 |
121-150 |
121-195 |
122-007 |
|
| S4 |
121-030 |
121-075 |
121-294 |
|
|
| 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 |
121-185 |
0-300 |
0.8% |
0-150 |
0.4% |
58% |
False |
False |
1,046,367 |
| 10 |
122-165 |
121-125 |
1-040 |
0.9% |
0-132 |
0.3% |
65% |
False |
False |
1,152,417 |
| 20 |
122-165 |
121-125 |
1-040 |
0.9% |
0-118 |
0.3% |
65% |
False |
False |
1,121,930 |
| 40 |
123-252 |
121-125 |
2-128 |
2.0% |
0-102 |
0.3% |
31% |
False |
False |
1,014,896 |
| 60 |
123-300 |
121-125 |
2-175 |
2.1% |
0-090 |
0.2% |
29% |
False |
False |
907,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-015 |
|
2.618 |
123-139 |
|
1.618 |
123-019 |
|
1.000 |
122-265 |
|
0.618 |
122-219 |
|
HIGH |
122-145 |
|
0.618 |
122-099 |
|
0.500 |
122-085 |
|
0.382 |
122-071 |
|
LOW |
122-025 |
|
0.618 |
121-271 |
|
1.000 |
121-225 |
|
1.618 |
121-151 |
|
2.618 |
121-031 |
|
4.250 |
120-155 |
|
|
| Fisher Pivots for day following 08-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
122-085 |
122-041 |
| PP |
122-070 |
122-041 |
| S1 |
122-055 |
122-040 |
|