ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 22-Nov-2021

Day Change Summary
	Previous	Current
	19-Nov-2021	22-Nov-2021	Change	Change %	Previous Week
Open	130-185	130-240	0-055	0.1%	130-200
High	131-080	130-240	-0-160	-0.4%	131-080
Low	130-135	129-290	-0-165	-0.4%	130-015
Close	130-280	130-000	-0-280	-0.7%	130-280
Range	0-265	0-270	0-005	1.9%	1-065
ATR	0-192	0-200	0-008	4.4%	0-000
Volume	2,136,578	3,135,163	998,585	46.7%	7,381,193

Daily Pivots for day following 22-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	132-240	132-070	130-148
R3	131-290	131-120	130-074
R2	131-020	131-020	130-050
R1	130-170	130-170	130-025	130-120
PP	130-070	130-070	130-070	130-045
S1	129-220	129-220	129-295	129-170
S2	129-120	129-120	129-270
S3	128-170	128-270	129-246
S4	127-220	128-000	129-172

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-107	133-258	131-172
R3	133-042	132-193	131-066
R2	131-297	131-297	131-031
R1	131-128	131-128	130-315	131-212
PP	130-232	130-232	130-232	130-274
S1	130-063	130-063	130-245	130-148
S2	129-167	129-167	130-209
S3	128-102	128-318	130-174
S4	127-037	127-253	130-068

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-080	129-290	1-110	1.0%	0-190	0.5%	7%	False	True	1,866,650
10	131-295	129-290	2-005	1.6%	0-206	0.5%	5%	False	True	1,633,406
20	131-305	129-290	2-015	1.6%	0-202	0.5%	5%	False	True	1,748,041
40	132-085	129-290	2-115	1.8%	0-181	0.4%	4%	False	True	1,746,707
60	133-280	129-290	3-310	3.1%	0-172	0.4%	2%	False	True	1,651,401
80	134-265	129-290	4-295	3.8%	0-167	0.4%	2%	False	True	1,343,366
100	134-265	129-290	4-295	3.8%	0-168	0.4%	2%	False	True	1,074,924
120	134-265	129-290	4-295	3.8%	0-165	0.4%	2%	False	True	895,778

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	0-034
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	134-108
2.618	132-307
1.618	132-037
1.000	131-190
0.618	131-087
HIGH	130-240
0.618	130-137
0.500	130-105
0.382	130-073
LOW	129-290
0.618	129-123
1.000	129-020
1.618	128-173
2.618	127-223
4.250	126-102

Fisher Pivots for day following 22-Nov-2021
Pivot	1 day	3 day
R1	130-105	130-185
PP	130-070	130-123
S1	130-035	130-062

Download as Excel Spreadsheet

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

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