ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 04-Nov-2021

Day Change Summary
	Previous	Current
	03-Nov-2021	04-Nov-2021	Change	Change %	Previous Week
Open	130-295	130-190	-0-105	-0.3%	130-155
High	131-055	131-140	0-085	0.2%	131-070
Low	130-155	130-180	0-025	0.1%	130-075
Close	130-245	131-100	0-175	0.4%	130-225
Range	0-220	0-280	0-060	27.3%	0-315
ATR	0-171	0-179	0-008	4.5%	0-000
Volume	1,821,995	1,713,598	-108,397	-5.9%	10,135,667

Daily Pivots for day following 04-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-233	133-127	131-254
R3	132-273	132-167	131-177
R2	131-313	131-313	131-151
R1	131-207	131-207	131-126	131-260
PP	131-033	131-033	131-033	131-060
S1	130-247	130-247	131-074	130-300
S2	130-073	130-073	131-049
S3	129-113	129-287	131-023
S4	128-153	129-007	130-266

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-215	133-055	131-078
R3	132-220	132-060	130-312
R2	131-225	131-225	130-283
R1	131-065	131-065	130-254	131-145
PP	130-230	130-230	130-230	130-270
S1	130-070	130-070	130-196	130-150
S2	129-235	129-235	130-167
S3	128-240	129-075	130-138
S4	127-245	128-080	130-052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-140	130-075	1-065	0.9%	0-199	0.5%	90%	True	False	1,840,711
10	131-140	129-315	1-145	1.1%	0-181	0.4%	91%	True	False	1,859,126
20	131-195	129-310	1-205	1.2%	0-172	0.4%	82%	False	False	1,779,965
40	133-230	129-310	3-240	2.9%	0-169	0.4%	36%	False	False	1,706,593
60	134-005	129-310	4-015	3.1%	0-157	0.4%	33%	False	False	1,464,240
80	134-265	129-310	4-275	3.7%	0-162	0.4%	28%	False	False	1,099,132
100	134-265	129-310	4-275	3.7%	0-162	0.4%	28%	False	False	879,334

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	135-050
2.618	133-233
1.618	132-273
1.000	132-100
0.618	131-313
HIGH	131-140
0.618	131-033
0.500	131-000
0.382	130-287
LOW	130-180
0.618	130-007
1.000	129-220
1.618	129-047
2.618	128-087
4.250	126-270

Fisher Pivots for day following 04-Nov-2021
Pivot	1 day	3 day
R1	131-067	131-062
PP	131-033	131-025
S1	131-000	130-308

Download as Excel Spreadsheet

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

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