ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
121-262 |
121-282 |
0-020 |
0.1% |
121-165 |
| High |
121-305 |
121-292 |
-0-012 |
0.0% |
121-310 |
| Low |
121-145 |
121-148 |
0-002 |
0.0% |
120-272 |
| Close |
121-272 |
121-175 |
-0-098 |
-0.3% |
121-255 |
| Range |
0-160 |
0-145 |
-0-015 |
-9.4% |
1-038 |
| ATR |
0-147 |
0-146 |
0-000 |
-0.1% |
0-000 |
| Volume |
29,383 |
20,926 |
-8,457 |
-28.8% |
8,794,023 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-000 |
122-232 |
121-255 |
|
| R3 |
122-175 |
122-088 |
121-215 |
|
| R2 |
122-030 |
122-030 |
121-202 |
|
| R1 |
121-262 |
121-262 |
121-188 |
121-234 |
| PP |
121-205 |
121-205 |
121-205 |
121-191 |
| S1 |
121-118 |
121-118 |
121-162 |
121-089 |
| S2 |
121-060 |
121-060 |
121-148 |
|
| S3 |
120-235 |
120-292 |
121-135 |
|
| S4 |
120-090 |
120-148 |
121-095 |
|
|
| 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 |
120-292 |
1-148 |
1.2% |
0-210 |
0.5% |
43% |
False |
False |
474,669 |
| 10 |
122-120 |
120-272 |
1-168 |
1.3% |
0-166 |
0.4% |
46% |
False |
False |
1,189,153 |
| 20 |
122-165 |
120-272 |
1-212 |
1.4% |
0-147 |
0.4% |
42% |
False |
False |
1,041,213 |
| 40 |
122-262 |
120-272 |
1-310 |
1.6% |
0-127 |
0.3% |
35% |
False |
False |
1,054,074 |
| 60 |
123-252 |
120-272 |
2-300 |
2.4% |
0-112 |
0.3% |
24% |
False |
False |
1,005,322 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-102 |
0.3% |
23% |
False |
False |
903,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-269 |
|
2.618 |
123-032 |
|
1.618 |
122-207 |
|
1.000 |
122-118 |
|
0.618 |
122-062 |
|
HIGH |
121-292 |
|
0.618 |
121-237 |
|
0.500 |
121-220 |
|
0.382 |
121-203 |
|
LOW |
121-148 |
|
0.618 |
121-058 |
|
1.000 |
121-002 |
|
1.618 |
120-233 |
|
2.618 |
120-088 |
|
4.250 |
119-171 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-220 |
121-292 |
| PP |
121-205 |
121-253 |
| S1 |
121-190 |
121-214 |
|