ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 29-Oct-2021
Day Change Summary
Previous Current
28-Oct-2021 29-Oct-2021 Change Change % Previous Week
Open 120-315 120-248 -0-068 -0.2% 120-310
High 121-102 121-062 -0-040 -0.1% 121-102
Low 120-298 120-238 -0-060 -0.2% 120-238
Close 121-028 121-032 0-005 0.0% 121-032
Range 0-125 0-145 0-020 16.0% 0-185
ATR
Volume 152 231 79 52.0% 421
Daily Pivots for day following 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 122-119 122-061 121-112
R3 121-294 121-236 121-072
R2 121-149 121-149 121-059
R1 121-091 121-091 121-046 121-120
PP 121-004 121-004 121-004 121-019
S1 120-266 120-266 121-019 120-295
S2 120-179 120-179 121-006
S3 120-034 120-121 120-313
S4 119-209 119-296 120-273
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 122-252 122-168 121-134
R3 122-068 121-302 121-083
R2 121-202 121-202 121-066
R1 121-118 121-118 121-049 121-160
PP 121-018 121-018 121-018 121-039
S1 120-252 120-252 121-016 120-295
S2 120-152 120-152 120-319
S3 119-288 120-068 120-302
S4 119-102 119-202 120-251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-102 120-238 0-185 0.5% 0-108 0.3% 62% False True 84
10 121-110 120-238 0-192 0.5% 0-089 0.2% 60% False True 43
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 0-010
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 123-039
2.618 122-122
1.618 121-297
1.000 121-208
0.618 121-152
HIGH 121-062
0.618 121-007
0.500 120-310
0.382 120-293
LOW 120-238
0.618 120-148
1.000 120-092
1.618 120-003
2.618 119-178
4.250 118-261
Fisher Pivots for day following 29-Oct-2021
Pivot 1 day 3 day
R1 121-018 121-025
PP 121-004 121-018
S1 120-310 121-010

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

View Archives - Comment on this page... - Back to Index of Symbols