ECBOT 10 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 02-Nov-2021

Day Change Summary
	Previous	Current
	01-Nov-2021	02-Nov-2021	Change	Change %	Previous Week
Open	129-260	129-285	0-025	0.1%	129-210
High	130-005	130-120	0-115	0.3%	130-120
Low	129-190	129-285	0-095	0.2%	129-120
Close	129-280	130-060	0-100	0.2%	129-285
Range	0-135	0-155	0-020	14.8%	1-000
ATR	0-161	0-161	0-000	0.0%	0-000
Volume	3,813	3,585	-228	-6.0%	25,050

Daily Pivots for day following 02-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	131-193	131-122	130-145
R3	131-038	130-287	130-103
R2	130-203	130-203	130-088
R1	130-132	130-132	130-074	130-168
PP	130-048	130-048	130-048	130-066
S1	129-297	129-297	130-046	130-012
S2	129-213	129-213	130-032
S3	129-058	129-142	130-017
S4	128-223	128-307	129-295

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	132-282	132-123	130-141
R3	131-282	131-123	130-053
R2	130-282	130-282	130-024
R1	130-123	130-123	129-314	130-202
PP	129-282	129-282	129-282	130-001
S1	129-123	129-123	129-256	129-202
S2	128-282	128-282	129-226
S3	127-282	128-123	129-197
S4	126-282	127-123	129-109

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-120	129-130	0-310	0.7%	0-175	0.4%	81%	True	False	5,107
10	130-120	129-035	1-085	1.0%	0-161	0.4%	85%	True	False	3,962
20	130-305	129-035	1-270	1.4%	0-148	0.4%	58%	False	False	2,166

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	0-041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-139
2.618	131-206
1.618	131-051
1.000	130-275
0.618	130-216
HIGH	130-120
0.618	130-061
0.500	130-042
0.382	130-024
LOW	129-285
0.618	129-189
1.000	129-130
1.618	129-034
2.618	128-199
4.250	127-266

Fisher Pivots for day following 02-Nov-2021
Pivot	1 day	3 day
R1	130-054	130-028
PP	130-048	129-317
S1	130-042	129-285

Download as Excel Spreadsheet

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

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