ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
121-312 |
121-262 |
-0-050 |
-0.1% |
121-165 |
| High |
122-120 |
121-305 |
-0-135 |
-0.3% |
121-310 |
| Low |
121-188 |
121-145 |
-0-042 |
-0.1% |
120-272 |
| Close |
121-292 |
121-272 |
-0-020 |
-0.1% |
121-255 |
| Range |
0-252 |
0-160 |
-0-092 |
-36.6% |
1-038 |
| ATR |
0-145 |
0-147 |
0-001 |
0.7% |
0-000 |
| Volume |
193,442 |
29,383 |
-164,059 |
-84.8% |
8,794,023 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-081 |
123-017 |
122-040 |
|
| R3 |
122-241 |
122-177 |
121-316 |
|
| R2 |
122-081 |
122-081 |
121-302 |
|
| R1 |
122-017 |
122-017 |
121-287 |
122-049 |
| PP |
121-241 |
121-241 |
121-241 |
121-257 |
| S1 |
121-177 |
121-177 |
121-258 |
121-209 |
| S2 |
121-081 |
121-081 |
121-243 |
|
| S3 |
120-241 |
121-017 |
121-228 |
|
| S4 |
120-081 |
120-177 |
121-184 |
|
|
| 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 |
1.3% |
0-206 |
0.5% |
66% |
False |
False |
881,236 |
| 10 |
122-120 |
120-272 |
1-168 |
1.3% |
0-160 |
0.4% |
66% |
False |
False |
1,264,775 |
| 20 |
122-165 |
120-272 |
1-212 |
1.4% |
0-147 |
0.4% |
60% |
False |
False |
1,100,734 |
| 40 |
122-272 |
120-272 |
2-000 |
1.6% |
0-125 |
0.3% |
50% |
False |
False |
1,073,864 |
| 60 |
123-252 |
120-272 |
2-300 |
2.4% |
0-111 |
0.3% |
34% |
False |
False |
1,015,924 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-101 |
0.3% |
32% |
False |
False |
902,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-025 |
|
2.618 |
123-084 |
|
1.618 |
122-244 |
|
1.000 |
122-145 |
|
0.618 |
122-084 |
|
HIGH |
121-305 |
|
0.618 |
121-244 |
|
0.500 |
121-225 |
|
0.382 |
121-206 |
|
LOW |
121-145 |
|
0.618 |
121-046 |
|
1.000 |
120-305 |
|
1.618 |
120-206 |
|
2.618 |
120-046 |
|
4.250 |
119-105 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-257 |
121-292 |
| PP |
121-241 |
121-286 |
| S1 |
121-225 |
121-279 |
|