ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-128 |
121-102 |
-0-025 |
-0.1% |
122-128 |
| High |
121-172 |
121-170 |
-0-002 |
0.0% |
122-145 |
| Low |
121-080 |
121-085 |
0-005 |
0.0% |
121-095 |
| Close |
121-110 |
121-152 |
0-042 |
0.1% |
121-155 |
| Range |
0-092 |
0-085 |
-0-008 |
-8.1% |
1-050 |
| ATR |
0-119 |
0-117 |
-0-002 |
-2.1% |
0-000 |
| Volume |
802,021 |
777,142 |
-24,879 |
-3.1% |
4,280,945 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-071 |
122-037 |
121-199 |
|
| R3 |
121-306 |
121-272 |
121-176 |
|
| R2 |
121-221 |
121-221 |
121-168 |
|
| R1 |
121-187 |
121-187 |
121-160 |
121-204 |
| PP |
121-136 |
121-136 |
121-136 |
121-144 |
| S1 |
121-102 |
121-102 |
121-145 |
121-119 |
| S2 |
121-051 |
121-051 |
121-137 |
|
| S3 |
120-286 |
121-017 |
121-129 |
|
| S4 |
120-201 |
120-252 |
121-106 |
|
|
| 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 |
121-210 |
121-080 |
0-130 |
0.3% |
0-093 |
0.2% |
56% |
False |
False |
700,645 |
| 10 |
122-165 |
121-080 |
1-085 |
1.0% |
0-128 |
0.3% |
18% |
False |
False |
893,274 |
| 20 |
122-165 |
121-080 |
1-085 |
1.0% |
0-124 |
0.3% |
18% |
False |
False |
1,029,483 |
| 40 |
123-112 |
121-080 |
2-032 |
1.7% |
0-108 |
0.3% |
11% |
False |
False |
1,008,770 |
| 60 |
123-300 |
121-080 |
2-220 |
2.2% |
0-096 |
0.2% |
8% |
False |
False |
979,851 |
| 80 |
124-168 |
121-080 |
3-088 |
2.7% |
0-092 |
0.2% |
7% |
False |
False |
755,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-211 |
|
2.618 |
122-073 |
|
1.618 |
121-308 |
|
1.000 |
121-255 |
|
0.618 |
121-223 |
|
HIGH |
121-170 |
|
0.618 |
121-138 |
|
0.500 |
121-128 |
|
0.382 |
121-117 |
|
LOW |
121-085 |
|
0.618 |
121-032 |
|
1.000 |
121-000 |
|
1.618 |
120-267 |
|
2.618 |
120-182 |
|
4.250 |
120-044 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-144 |
121-150 |
| PP |
121-136 |
121-148 |
| S1 |
121-128 |
121-145 |
|