ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 22-Nov-2021
Day Change Summary
Previous Current
19-Nov-2021 22-Nov-2021 Change Change % Previous Week
Open 121-172 121-165 -0-008 0.0% 121-170
High 121-302 121-170 -0-132 -0.3% 121-302
Low 121-145 121-002 -0-142 -0.4% 121-080
Close 121-200 121-025 -0-175 -0.4% 121-200
Range 0-158 0-168 0-010 6.3% 0-222
ATR 0-117 0-122 0-006 5.0% 0-000
Volume 1,419,781 2,130,420 710,639 50.1% 4,485,928
Daily Pivots for day following 22-Nov-2021
Classic Woodie Camarilla DeMark
R4 122-248 122-144 121-117
R3 122-081 121-297 121-071
R2 121-233 121-233 121-056
R1 121-129 121-129 121-040 121-098
PP 121-066 121-066 121-066 121-050
S1 120-282 120-282 121-010 120-250
S2 120-218 120-218 120-314
S3 120-051 120-114 120-299
S4 119-203 119-267 120-253
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
5 121-302 121-002 0-300 0.8% 0-114 0.3% 8% False True 1,173,041
10 122-132 121-002 1-130 1.2% 0-121 0.3% 5% False True 1,017,143
20 122-165 121-002 1-162 1.2% 0-127 0.3% 5% False True 1,084,780
40 123-042 121-002 2-040 1.8% 0-110 0.3% 3% False True 1,033,517
60 123-300 121-002 2-298 2.4% 0-098 0.3% 2% False True 963,409
80 124-168 121-002 3-165 2.9% 0-094 0.2% 2% False True 808,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 123-242
2.618 122-289
1.618 122-121
1.000 122-018
0.618 121-274
HIGH 121-170
0.618 121-106
0.500 121-086
0.382 121-066
LOW 121-002
0.618 120-219
1.000 120-155
1.618 120-051
2.618 119-204
4.250 118-251
Fisher Pivots for day following 22-Nov-2021
Pivot 1 day 3 day
R1 121-086 121-152
PP 121-066 121-110
S1 121-045 121-068

These figures are updated between 7pm and 10pm EST after a trading day.

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