ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-112 |
121-170 |
0-058 |
0.1% |
122-128 |
| High |
121-205 |
121-210 |
0-005 |
0.0% |
122-145 |
| Low |
121-108 |
121-118 |
0-010 |
0.0% |
121-095 |
| Close |
121-155 |
121-130 |
-0-025 |
-0.1% |
121-155 |
| Range |
0-098 |
0-092 |
-0-005 |
-5.1% |
1-050 |
| ATR |
0-124 |
0-121 |
-0-002 |
-1.8% |
0-000 |
| Volume |
867,676 |
751,143 |
-116,533 |
-13.4% |
4,280,945 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-110 |
122-052 |
121-181 |
|
| R3 |
122-018 |
121-280 |
121-155 |
|
| R2 |
121-245 |
121-245 |
121-147 |
|
| R1 |
121-188 |
121-188 |
121-138 |
121-170 |
| PP |
121-152 |
121-152 |
121-152 |
121-144 |
| S1 |
121-095 |
121-095 |
121-122 |
121-078 |
| S2 |
121-060 |
121-060 |
121-113 |
|
| S3 |
120-288 |
121-002 |
121-105 |
|
| S4 |
120-195 |
120-230 |
121-079 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-068 |
124-162 |
122-038 |
|
| R3 |
124-018 |
123-112 |
121-257 |
|
| R2 |
122-288 |
122-288 |
121-223 |
|
| R1 |
122-062 |
122-062 |
121-189 |
121-310 |
| PP |
121-238 |
121-238 |
121-238 |
121-202 |
| S1 |
121-012 |
121-012 |
121-121 |
120-260 |
| S2 |
120-188 |
120-188 |
121-087 |
|
| S3 |
119-138 |
119-282 |
121-053 |
|
| S4 |
118-088 |
118-232 |
120-272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-132 |
121-095 |
1-038 |
0.9% |
0-128 |
0.3% |
10% |
False |
False |
861,246 |
| 10 |
122-165 |
121-095 |
1-070 |
1.0% |
0-139 |
0.4% |
9% |
False |
False |
953,806 |
| 20 |
122-165 |
121-095 |
1-070 |
1.0% |
0-124 |
0.3% |
9% |
False |
False |
1,045,957 |
| 40 |
123-188 |
121-095 |
2-092 |
1.9% |
0-108 |
0.3% |
5% |
False |
False |
1,017,386 |
| 60 |
123-300 |
121-095 |
2-205 |
2.2% |
0-095 |
0.2% |
4% |
False |
False |
976,624 |
| 80 |
124-168 |
121-095 |
3-072 |
2.7% |
0-091 |
0.2% |
3% |
False |
False |
735,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-283 |
|
2.618 |
122-132 |
|
1.618 |
122-040 |
|
1.000 |
121-302 |
|
0.618 |
121-267 |
|
HIGH |
121-210 |
|
0.618 |
121-175 |
|
0.500 |
121-164 |
|
0.382 |
121-153 |
|
LOW |
121-118 |
|
0.618 |
121-060 |
|
1.000 |
121-025 |
|
1.618 |
120-288 |
|
2.618 |
120-195 |
|
4.250 |
120-044 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-164 |
121-152 |
| PP |
121-152 |
121-145 |
| S1 |
121-141 |
121-138 |
|