ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-218 |
121-312 |
0-095 |
0.2% |
121-165 |
| High |
121-318 |
122-120 |
0-122 |
0.3% |
121-310 |
| Low |
121-162 |
121-188 |
0-025 |
0.1% |
120-272 |
| Close |
121-258 |
121-292 |
0-035 |
0.1% |
121-255 |
| Range |
0-155 |
0-252 |
0-098 |
62.9% |
1-038 |
| ATR |
0-137 |
0-145 |
0-008 |
6.0% |
0-000 |
| Volume |
698,138 |
193,442 |
-504,696 |
-72.3% |
8,794,023 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-104 |
123-291 |
122-111 |
|
| R3 |
123-172 |
123-038 |
122-042 |
|
| R2 |
122-239 |
122-239 |
122-019 |
|
| R1 |
122-106 |
122-106 |
121-316 |
122-046 |
| PP |
121-307 |
121-307 |
121-307 |
121-277 |
| S1 |
121-173 |
121-173 |
121-269 |
121-114 |
| S2 |
121-054 |
121-054 |
121-246 |
|
| S3 |
120-122 |
120-241 |
121-223 |
|
| S4 |
119-189 |
119-308 |
121-154 |
|
|
| 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 |
122-120 |
120-272 |
1-168 |
1.2% |
0-192 |
0.5% |
70% |
True |
False |
1,511,036 |
| 10 |
122-120 |
120-272 |
1-168 |
1.2% |
0-153 |
0.4% |
70% |
True |
False |
1,342,038 |
| 20 |
122-165 |
120-272 |
1-212 |
1.4% |
0-146 |
0.4% |
64% |
False |
False |
1,147,922 |
| 40 |
122-318 |
120-272 |
2-045 |
1.8% |
0-123 |
0.3% |
50% |
False |
False |
1,090,822 |
| 60 |
123-252 |
120-272 |
2-300 |
2.4% |
0-109 |
0.3% |
36% |
False |
False |
1,025,779 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-100 |
0.3% |
34% |
False |
False |
902,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-233 |
|
2.618 |
124-141 |
|
1.618 |
123-209 |
|
1.000 |
123-052 |
|
0.618 |
122-276 |
|
HIGH |
122-120 |
|
0.618 |
122-024 |
|
0.500 |
121-314 |
|
0.382 |
121-284 |
|
LOW |
121-188 |
|
0.618 |
121-031 |
|
1.000 |
120-255 |
|
1.618 |
120-099 |
|
2.618 |
119-166 |
|
4.250 |
118-074 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-314 |
121-264 |
| PP |
121-307 |
121-235 |
| S1 |
121-300 |
121-206 |
|