ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 23-Nov-2021

Day Change Summary
	Previous	Current
	22-Nov-2021	23-Nov-2021	Change	Change %	Previous Week
Open	121-165	121-012	-0-152	-0.4%	121-170
High	121-170	121-048	-0-122	-0.3%	121-302
Low	121-002	120-278	-0-045	-0.1%	121-080
Close	121-025	121-025	0-000	0.0%	121-200
Range	0-168	0-090	-0-078	-46.3%	0-222
ATR	0-122	0-120	-0-002	-1.9%	0-000
Volume	2,130,420	3,178,382	1,047,962	49.2%	4,485,928

Daily Pivots for day following 23-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-280	121-242	121-074
R3	121-190	121-152	121-050
R2	121-100	121-100	121-042
R1	121-062	121-062	121-033	121-081
PP	121-010	121-010	121-010	121-019
S1	120-292	120-292	121-017	120-311
S2	120-240	120-240	121-008
S3	120-150	120-202	121-000
S4	120-060	120-112	120-296

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	120-278	1-025	0.9%	0-114	0.3%	20%	False	True	1,648,313
10	122-098	120-278	1-140	1.2%	0-120	0.3%	15%	False	True	1,244,034
20	122-165	120-278	1-208	1.4%	0-128	0.3%	13%	False	True	1,206,978
40	123-042	120-278	2-085	1.9%	0-110	0.3%	9%	False	True	1,080,469
60	123-300	120-278	3-022	2.5%	0-099	0.3%	7%	False	True	1,004,685
80	124-168	120-278	3-210	3.0%	0-094	0.2%	6%	False	True	847,999

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-110
2.618	121-283
1.618	121-193
1.000	121-138
0.618	121-103
HIGH	121-048
0.618	121-013
0.500	121-002
0.382	120-312
LOW	120-278
0.618	120-222
1.000	120-188
1.618	120-132
2.618	120-042
4.250	119-215

Fisher Pivots for day following 23-Nov-2021
Pivot	1 day	3 day
R1	121-018	121-130
PP	121-010	121-095
S1	121-002	121-060

Download as Excel Spreadsheet

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

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