ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 19-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-158 |
121-172 |
0-015 |
0.0% |
121-170 |
| High |
121-192 |
121-302 |
0-110 |
0.3% |
121-302 |
| Low |
121-125 |
121-145 |
0-020 |
0.1% |
121-080 |
| Close |
121-175 |
121-200 |
0-025 |
0.1% |
121-200 |
| Range |
0-068 |
0-158 |
0-090 |
133.3% |
0-222 |
| ATR |
0-113 |
0-117 |
0-003 |
2.8% |
0-000 |
| Volume |
735,841 |
1,419,781 |
683,940 |
92.9% |
4,485,928 |
|
| Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-048 |
122-282 |
121-287 |
|
| R3 |
122-211 |
122-124 |
121-243 |
|
| R2 |
122-053 |
122-053 |
121-229 |
|
| R1 |
121-287 |
121-287 |
121-214 |
122-010 |
| PP |
121-216 |
121-216 |
121-216 |
121-238 |
| S1 |
121-129 |
121-129 |
121-186 |
121-172 |
| S2 |
121-058 |
121-058 |
121-171 |
|
| S3 |
120-221 |
120-292 |
121-157 |
|
| S4 |
120-063 |
120-134 |
121-113 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-222 |
123-113 |
122-002 |
|
| R3 |
122-319 |
122-211 |
121-261 |
|
| R2 |
122-097 |
122-097 |
121-241 |
|
| R1 |
121-308 |
121-308 |
121-220 |
122-042 |
| PP |
121-194 |
121-194 |
121-194 |
121-221 |
| S1 |
121-086 |
121-086 |
121-180 |
121-140 |
| S2 |
120-292 |
120-292 |
121-159 |
|
| S3 |
120-069 |
120-183 |
121-139 |
|
| S4 |
119-167 |
119-281 |
121-078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-302 |
121-080 |
0-222 |
0.6% |
0-099 |
0.3% |
54% |
True |
False |
897,185 |
| 10 |
122-145 |
121-080 |
1-065 |
1.0% |
0-116 |
0.3% |
31% |
False |
False |
876,687 |
| 20 |
122-165 |
121-080 |
1-085 |
1.0% |
0-123 |
0.3% |
30% |
False |
False |
1,013,398 |
| 40 |
123-042 |
121-080 |
1-282 |
1.5% |
0-108 |
0.3% |
20% |
False |
False |
1,006,527 |
| 60 |
123-300 |
121-080 |
2-220 |
2.2% |
0-098 |
0.3% |
14% |
False |
False |
946,105 |
| 80 |
124-168 |
121-080 |
3-088 |
2.7% |
0-093 |
0.2% |
11% |
False |
False |
781,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-012 |
|
2.618 |
123-075 |
|
1.618 |
122-237 |
|
1.000 |
122-140 |
|
0.618 |
122-080 |
|
HIGH |
121-302 |
|
0.618 |
121-242 |
|
0.500 |
121-224 |
|
0.382 |
121-205 |
|
LOW |
121-145 |
|
0.618 |
121-048 |
|
1.000 |
120-308 |
|
1.618 |
120-210 |
|
2.618 |
120-053 |
|
4.250 |
119-116 |
|
|
| Fisher Pivots for day following 19-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-224 |
121-198 |
| PP |
121-216 |
121-196 |
| S1 |
121-208 |
121-194 |
|