ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 10-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
122-038 |
122-092 |
0-055 |
0.1% |
121-222 |
| High |
122-132 |
122-098 |
-0-035 |
-0.1% |
122-165 |
| Low |
122-035 |
121-162 |
-0-192 |
-0.5% |
121-175 |
| Close |
122-122 |
121-198 |
-0-245 |
-0.6% |
122-145 |
| Range |
0-098 |
0-255 |
0-158 |
161.5% |
0-310 |
| ATR |
0-115 |
0-127 |
0-012 |
10.2% |
0-000 |
| Volume |
909,475 |
1,472,691 |
563,216 |
61.9% |
5,408,416 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-064 |
123-226 |
122-018 |
|
| R3 |
123-129 |
122-291 |
121-268 |
|
| R2 |
122-194 |
122-194 |
121-244 |
|
| R1 |
122-036 |
122-036 |
121-221 |
121-308 |
| PP |
121-259 |
121-259 |
121-259 |
121-235 |
| S1 |
121-101 |
121-101 |
121-174 |
121-052 |
| S2 |
121-004 |
121-004 |
121-151 |
|
| S3 |
120-069 |
120-166 |
121-127 |
|
| S4 |
119-134 |
119-231 |
121-057 |
|
|
| 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 |
121-162 |
1-002 |
0.8% |
0-164 |
0.4% |
11% |
False |
True |
1,085,902 |
| 10 |
122-165 |
121-125 |
1-040 |
0.9% |
0-147 |
0.4% |
20% |
False |
False |
1,164,185 |
| 20 |
122-165 |
121-125 |
1-040 |
0.9% |
0-125 |
0.3% |
20% |
False |
False |
1,125,844 |
| 40 |
123-205 |
121-125 |
2-080 |
1.9% |
0-107 |
0.3% |
10% |
False |
False |
1,029,683 |
| 60 |
123-300 |
121-125 |
2-175 |
2.1% |
0-093 |
0.2% |
9% |
False |
False |
946,700 |
| 80 |
124-168 |
121-125 |
3-042 |
2.6% |
0-090 |
0.2% |
7% |
False |
False |
711,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-221 |
|
2.618 |
124-125 |
|
1.618 |
123-190 |
|
1.000 |
123-032 |
|
0.618 |
122-255 |
|
HIGH |
122-098 |
|
0.618 |
122-000 |
|
0.500 |
121-290 |
|
0.382 |
121-260 |
|
LOW |
121-162 |
|
0.618 |
121-005 |
|
1.000 |
120-228 |
|
1.618 |
120-070 |
|
2.618 |
119-135 |
|
4.250 |
118-039 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-290 |
121-314 |
| PP |
121-259 |
121-275 |
| S1 |
121-228 |
121-236 |
|