ECBOT 10 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 30-Nov-2021

Day Change Summary
	Previous	Current
	29-Nov-2021	30-Nov-2021	Change	Change %	Previous Week
Open	130-310	131-095	0-105	0.3%	130-240
High	131-105	132-015	0-230	0.5%	131-105
Low	130-205	131-010	0-125	0.3%	129-160
Close	131-015	131-175	0-160	0.4%	131-055
Range	0-220	1-005	0-105	47.7%	1-265
ATR	0-219	0-226	0-008	3.5%	0-000
Volume	908,346	231,969	-676,377	-74.5%	11,749,295

Daily Pivots for day following 30-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-188	134-027	132-034
R3	133-183	133-022	131-264
R2	132-178	132-178	131-235
R1	132-017	132-017	131-205	132-098
PP	131-173	131-173	131-173	131-214
S1	131-012	131-012	131-145	131-092
S2	130-168	130-168	131-115
S3	129-163	130-007	131-086
S4	128-158	129-002	130-316

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	132-015	129-160	2-175	1.9%	0-279	0.7%	80%	True	False	1,950,889
10	132-015	129-160	2-175	1.9%	0-234	0.6%	80%	True	False	1,908,769
20	132-015	129-160	2-175	1.9%	0-229	0.5%	80%	True	False	1,717,634
40	132-035	129-160	2-195	2.0%	0-195	0.5%	78%	False	False	1,737,983
60	133-230	129-160	4-070	3.2%	0-185	0.4%	49%	False	False	1,696,618
80	134-005	129-160	4-165	3.4%	0-173	0.4%	45%	False	False	1,465,022
100	134-265	129-160	5-105	4.1%	0-173	0.4%	38%	False	False	1,172,453
120	134-265	129-160	5-105	4.1%	0-171	0.4%	38%	False	False	977,064

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-054
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-116
2.618	134-226
1.618	133-221
1.000	133-020
0.618	132-216
HIGH	132-015
0.618	131-211
0.500	131-172
0.382	131-134
LOW	131-010
0.618	130-129
1.000	130-005
1.618	129-124
2.618	128-119
4.250	126-229

Fisher Pivots for day following 30-Nov-2021
Pivot	1 day	3 day
R1	131-174	131-106
PP	131-173	131-037
S1	131-172	130-288

Download as Excel Spreadsheet

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

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