ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 24-Nov-2021

Day Change Summary
	Previous	Current
	23-Nov-2021	24-Nov-2021	Change	Change %	Previous Week
Open	121-012	121-015	0-002	0.0%	121-170
High	121-048	121-078	0-030	0.1%	121-302
Low	120-278	120-272	-0-005	0.0%	121-080
Close	121-025	120-318	-0-028	-0.1%	121-200
Range	0-090	0-125	0-035	38.9%	0-222
ATR	0-120	0-120	0-000	0.3%	0-000
Volume	3,178,382	2,053,763	-1,124,619	-35.4%	4,485,928

Daily Pivots for day following 24-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-064	121-316	121-066
R3	121-259	121-191	121-032
R2	121-134	121-134	121-020
R1	121-066	121-066	121-009	121-038
PP	121-009	121-009	121-009	120-315
S1	120-261	120-261	120-306	120-232
S2	120-204	120-204	120-295
S3	120-079	120-136	120-283
S4	119-274	120-011	120-249

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	120-272	1-030	0.9%	0-122	0.3%	13%	False	True	1,903,637
10	121-302	120-272	1-030	0.9%	0-107	0.3%	13%	False	True	1,302,141
20	122-165	120-272	1-212	1.4%	0-127	0.3%	8%	False	True	1,233,163
40	123-042	120-272	2-090	1.9%	0-111	0.3%	6%	False	True	1,106,696
60	123-300	120-272	3-028	2.6%	0-100	0.3%	5%	False	True	1,021,245
80	124-168	120-272	3-215	3.0%	0-095	0.2%	4%	False	True	873,669

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-289
2.618	122-085
1.618	121-280
1.000	121-202
0.618	121-155
HIGH	121-078
0.618	121-030
0.500	121-015
0.382	121-000
LOW	120-272
0.618	120-195
1.000	120-148
1.618	120-070
2.618	119-265
4.250	119-061

Fisher Pivots for day following 24-Nov-2021
Pivot	1 day	3 day
R1	121-015	121-061
PP	121-009	121-040
S1	121-003	121-019

Download as Excel Spreadsheet

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

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