ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 05-Nov-2021

Day Change Summary
	Previous	Current
	04-Nov-2021	05-Nov-2021	Change	Change %	Previous Week
Open	130-190	131-070	0-200	0.5%	130-205
High	131-140	131-305	0-165	0.4%	131-305
Low	130-180	131-015	0-155	0.4%	130-125
Close	131-100	131-265	0-165	0.4%	131-265
Range	0-280	0-290	0-010	3.6%	1-180
ATR	0-179	0-187	0-008	4.4%	0-000
Volume	1,713,598	2,046,414	332,816	19.4%	8,563,846

Daily Pivots for day following 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-105	133-315	132-104
R3	133-135	133-025	132-025
R2	132-165	132-165	131-318
R1	132-055	132-055	131-292	132-110
PP	131-195	131-195	131-195	131-222
S1	131-085	131-085	131-238	131-140
S2	130-225	130-225	131-212
S3	129-255	130-115	131-185
S4	128-285	129-145	131-106

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-025	135-165	132-220
R3	134-165	133-305	132-082
R2	132-305	132-305	132-037
R1	132-125	132-125	131-311	132-215
PP	131-125	131-125	131-125	131-170
S1	130-265	130-265	131-219	131-035
S2	129-265	129-265	131-173
S3	128-085	129-085	131-128
S4	126-225	127-225	130-310

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-305	130-125	1-180	1.2%	0-216	0.5%	92%	True	False	1,712,769
10	131-305	130-075	1-230	1.3%	0-194	0.5%	93%	True	False	1,869,951
20	131-305	129-310	1-315	1.5%	0-178	0.4%	94%	True	False	1,767,954
40	133-230	129-310	3-240	2.8%	0-172	0.4%	50%	False	False	1,730,164
60	134-005	129-310	4-015	3.1%	0-160	0.4%	46%	False	False	1,498,239
80	134-265	129-310	4-275	3.7%	0-164	0.4%	38%	False	False	1,124,711
100	134-265	129-310	4-275	3.7%	0-160	0.4%	38%	False	False	899,798

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	0-048
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	135-258
2.618	134-104
1.618	133-134
1.000	132-275
0.618	132-164
HIGH	131-305
0.618	131-194
0.500	131-160
0.382	131-126
LOW	131-015
0.618	130-156
1.000	130-045
1.618	129-186
2.618	128-216
4.250	127-062

Fisher Pivots for day following 05-Nov-2021
Pivot	1 day	3 day
R1	131-230	131-200
PP	131-195	131-135
S1	131-160	131-070

Download as Excel Spreadsheet

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

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