ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 11-Nov-2021

Day Change Summary
	Previous	Current
	10-Nov-2021	11-Nov-2021	Change	Change %	Previous Week
Open	131-240	130-235	-1-005	-0.8%	130-205
High	131-250	130-260	-0-310	-0.7%	131-305
Low	130-180	130-090	-0-090	-0.2%	130-125
Close	130-235	130-105	-0-130	-0.3%	131-265
Range	1-070	0-170	-0-220	-56.4%	1-180
ATR	0-204	0-201	-0-002	-1.2%	0-000
Volume	2,295,387	525,839	-1,769,548	-77.1%	8,563,846

Daily Pivots for day following 11-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	132-022	131-233	130-198
R3	131-172	131-063	130-152
R2	131-002	131-002	130-136
R1	130-213	130-213	130-121	130-182
PP	130-152	130-152	130-152	130-136
S1	130-043	130-043	130-089	130-012
S2	129-302	129-302	130-074
S3	129-132	129-193	130-058
S4	128-282	129-023	130-012

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	130-090	1-215	1.3%	0-243	0.6%	3%	False	True	1,536,095
10	131-305	130-075	1-230	1.3%	0-221	0.5%	5%	False	False	1,688,403
20	131-305	129-310	1-315	1.5%	0-195	0.5%	18%	False	False	1,742,146
40	133-125	129-310	3-135	2.6%	0-181	0.4%	11%	False	False	1,740,802
60	133-300	129-310	3-310	3.0%	0-165	0.4%	9%	False	False	1,589,998
80	134-265	129-310	4-275	3.7%	0-162	0.4%	7%	False	False	1,195,027
100	134-265	129-310	4-275	3.7%	0-162	0.4%	7%	False	False	956,137

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	133-022
2.618	132-065
1.618	131-215
1.000	131-110
0.618	131-045
HIGH	130-260
0.618	130-195
0.500	130-175
0.382	130-155
LOW	130-090
0.618	129-305
1.000	129-240
1.618	129-135
2.618	128-285
4.250	128-008

Fisher Pivots for day following 11-Nov-2021
Pivot	1 day	3 day
R1	130-175	131-032
PP	130-152	130-270
S1	130-128	130-188

Download as Excel Spreadsheet

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

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