ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 26-Nov-2021

Day Change Summary
	Previous	Current
	24-Nov-2021	26-Nov-2021	Change	Change %	Previous Week
Open	129-245	129-270	0-025	0.1%	130-240
High	130-035	131-105	1-070	0.9%	131-105
Low	129-160	129-240	0-080	0.2%	129-160
Close	129-265	131-055	1-110	1.0%	131-055
Range	0-195	1-185	0-310	159.0%	1-265
ATR	0-197	0-219	0-022	11.2%	0-000
Volume	3,184,097	2,089,384	-1,094,713	-34.4%	11,749,295

Daily Pivots for day following 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-155	134-290	132-013
R3	133-290	133-105	131-194
R2	132-105	132-105	131-148
R1	131-240	131-240	131-101	132-012
PP	130-240	130-240	130-240	130-286
S1	130-055	130-055	131-009	130-148
S2	129-055	129-055	130-282
S3	127-190	128-190	130-236
S4	126-005	127-005	130-097

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-048	135-157	132-057
R3	134-103	133-212	131-216
R2	132-158	132-158	131-162
R1	131-267	131-267	131-109	132-052
PP	130-213	130-213	130-213	130-266
S1	130-002	130-002	131-001	130-108
S2	128-268	128-268	130-268
S3	127-003	128-057	130-214
S4	125-058	126-112	130-053

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-105	129-160	1-265	1.4%	0-277	0.7%	91%	True	False	2,777,174
10	131-105	129-160	1-265	1.4%	0-216	0.5%	91%	True	False	2,049,350
20	131-305	129-160	2-145	1.9%	0-218	0.5%	68%	False	False	1,868,877
40	132-085	129-160	2-245	2.1%	0-188	0.4%	60%	False	False	1,796,957
60	133-280	129-160	4-120	3.3%	0-180	0.4%	38%	False	False	1,716,358
80	134-095	129-160	4-255	3.7%	0-170	0.4%	35%	False	False	1,450,929
100	134-265	129-160	5-105	4.1%	0-171	0.4%	31%	False	False	1,161,054
120	134-265	129-160	5-105	4.1%	0-169	0.4%	31%	False	False	967,562

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	0-044
Widest range in 126 trading days

Fibonacci Retracements and Extensions
4.250	138-011
2.618	135-147
1.618	133-282
1.000	132-290
0.618	132-097
HIGH	131-105
0.618	130-232
0.500	130-172
0.382	130-113
LOW	129-240
0.618	128-248
1.000	128-055
1.618	127-063
2.618	125-198
4.250	123-014

Fisher Pivots for day following 26-Nov-2021
Pivot	1 day	3 day
R1	130-308	130-294
PP	130-240	130-213
S1	130-172	130-132

Download as Excel Spreadsheet

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

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