ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
120-318 |
121-218 |
0-220 |
0.6% |
121-165 |
| High |
121-310 |
121-318 |
0-008 |
0.0% |
121-310 |
| Low |
120-292 |
121-162 |
0-190 |
0.5% |
120-272 |
| Close |
121-255 |
121-258 |
0-002 |
0.0% |
121-255 |
| Range |
1-018 |
0-155 |
-0-182 |
-54.1% |
1-038 |
| ATR |
0-136 |
0-137 |
0-001 |
1.0% |
0-000 |
| Volume |
1,431,458 |
698,138 |
-733,320 |
-51.2% |
8,794,023 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-071 |
122-319 |
122-023 |
|
| R3 |
122-236 |
122-164 |
121-300 |
|
| R2 |
122-081 |
122-081 |
121-286 |
|
| R1 |
122-009 |
122-009 |
121-272 |
122-045 |
| PP |
121-246 |
121-246 |
121-246 |
121-264 |
| S1 |
121-174 |
121-174 |
121-243 |
121-210 |
| S2 |
121-091 |
121-091 |
121-229 |
|
| S3 |
120-256 |
121-019 |
121-215 |
|
| S4 |
120-101 |
120-184 |
121-172 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-285 |
124-148 |
122-132 |
|
| R3 |
123-248 |
123-110 |
122-033 |
|
| R2 |
122-210 |
122-210 |
122-001 |
|
| R1 |
122-072 |
122-072 |
121-288 |
122-141 |
| PP |
121-172 |
121-172 |
121-172 |
121-207 |
| S1 |
121-035 |
121-035 |
121-222 |
121-104 |
| S2 |
120-135 |
120-135 |
121-189 |
|
| S3 |
119-098 |
119-318 |
121-157 |
|
| S4 |
118-060 |
118-280 |
121-058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-318 |
120-272 |
1-045 |
0.9% |
0-175 |
0.4% |
84% |
True |
False |
1,898,432 |
| 10 |
121-318 |
120-272 |
1-045 |
0.9% |
0-137 |
0.4% |
84% |
True |
False |
1,397,808 |
| 20 |
122-165 |
120-272 |
1-212 |
1.4% |
0-137 |
0.4% |
57% |
False |
False |
1,183,372 |
| 40 |
123-042 |
120-272 |
2-090 |
1.9% |
0-118 |
0.3% |
42% |
False |
False |
1,105,692 |
| 60 |
123-300 |
120-272 |
3-028 |
2.5% |
0-107 |
0.3% |
31% |
False |
False |
1,034,808 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-098 |
0.3% |
31% |
False |
False |
900,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-016 |
|
2.618 |
123-083 |
|
1.618 |
122-248 |
|
1.000 |
122-152 |
|
0.618 |
122-093 |
|
HIGH |
121-318 |
|
0.618 |
121-258 |
|
0.500 |
121-240 |
|
0.382 |
121-222 |
|
LOW |
121-162 |
|
0.618 |
121-067 |
|
1.000 |
121-008 |
|
1.618 |
120-232 |
|
2.618 |
120-077 |
|
4.250 |
119-144 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-252 |
121-217 |
| PP |
121-246 |
121-176 |
| S1 |
121-240 |
121-135 |
|