ECBOT 10 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 05-Nov-2021

Day Change Summary
	Previous	Current
	04-Nov-2021	05-Nov-2021	Change	Change %	Previous Week
Open	129-265	130-135	0-190	0.5%	129-260
High	130-195	131-050	0-175	0.4%	131-050
Low	129-240	130-080	0-160	0.4%	129-190
Close	130-165	131-015	0-170	0.4%	131-015
Range	0-275	0-290	0-015	5.5%	1-180
ATR	0-172	0-181	0-008	4.9%	0-000
Volume	5,785	9,092	3,307	57.2%	36,901

Daily Pivots for day following 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	133-172	133-063	131-174
R3	132-202	132-093	131-095
R2	131-232	131-232	131-068
R1	131-123	131-123	131-042	131-178
PP	130-262	130-262	130-262	130-289
S1	130-153	130-153	130-308	130-208
S2	129-292	129-292	130-282
S3	129-002	129-183	130-255
S4	128-032	128-213	130-176

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-092	134-233	131-290
R3	133-232	133-053	131-152
R2	132-052	132-052	131-107
R1	131-193	131-193	131-061	131-282
PP	130-192	130-192	130-192	130-236
S1	130-013	130-013	130-289	130-102
S2	129-012	129-012	130-243
S3	127-152	128-153	130-198
S4	125-292	126-293	130-060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-050	129-190	1-180	1.2%	0-213	0.5%	93%	True	False	7,380
10	131-050	129-120	1-250	1.4%	0-188	0.4%	94%	True	False	6,195
20	131-050	129-035	2-015	1.6%	0-168	0.4%	95%	True	False	3,597
40	132-260	129-035	3-225	2.8%	0-150	0.4%	52%	False	False	1,843

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	0-042
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	135-002
2.618	133-169
1.618	132-199
1.000	132-020
0.618	131-229
HIGH	131-050
0.618	130-259
0.500	130-225
0.382	130-191
LOW	130-080
0.618	129-221
1.000	129-110
1.618	128-251
2.618	127-281
4.250	126-128

Fisher Pivots for day following 05-Nov-2021
Pivot	1 day	3 day
R1	130-298	130-270
PP	130-262	130-205
S1	130-225	130-140

Download as Excel Spreadsheet

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

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