ECBOT 10 Year T-Note Future March 2022


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 128-305 129-025 0-040 0.1% 129-310
High 129-095 130-175 1-080 1.0% 130-175
Low 128-225 128-305 0-080 0.2% 128-225
Close 129-015 130-140 1-125 1.1% 130-140
Range 0-190 1-190 1-000 168.4% 1-270
ATR 0-194 0-216 0-023 11.6% 0-000
Volume 2,423,651 1,855,070 -568,581 -23.5% 7,900,223
Daily Pivots for day following 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 134-243 134-062 131-100
R3 133-053 132-192 130-280
R2 131-183 131-183 130-234
R1 131-002 131-002 130-187 131-092
PP 129-313 129-313 129-313 130-039
S1 129-132 129-132 130-093 129-222
S2 128-123 128-123 130-046
S3 126-253 127-262 130-000
S4 125-063 126-072 129-180
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 135-137 134-248 131-144
R3 133-187 132-298 130-302
R2 131-237 131-237 130-248
R1 131-028 131-028 130-194 131-132
PP 129-287 129-287 129-287 130-019
S1 129-078 129-078 130-086 129-182
S2 128-017 128-017 130-032
S3 126-067 127-128 129-298
S4 124-117 125-178 129-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-175 128-225 1-270 1.4% 0-279 0.7% 94% True False 1,663,543
10 130-175 128-225 1-270 1.4% 0-214 0.5% 94% True False 859,632
20 131-050 128-225 2-145 1.9% 0-217 0.5% 71% False False 434,810
40 131-140 128-225 2-235 2.1% 0-178 0.4% 63% False False 218,163
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 55 trading days
Fibonacci Retracements and Extensions
4.250 137-102
2.618 134-230
1.618 133-040
1.000 132-045
0.618 131-170
HIGH 130-175
0.618 129-300
0.500 129-240
0.382 129-180
LOW 128-305
0.618 127-310
1.000 127-115
1.618 126-120
2.618 124-250
4.250 122-058
Fisher Pivots for day following 26-Nov-2021
Pivot 1 day 3 day
R1 130-067 130-053
PP 129-313 129-287
S1 129-240 129-200

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

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