ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 01-Nov-2021

Day Change Summary
	Previous	Current
	29-Oct-2021	01-Nov-2021	Change	Change %	Previous Week
Open	120-248	120-302	0-055	0.1%	120-310
High	121-062	121-052	-0-010	0.0%	121-102
Low	120-238	120-288	0-050	0.1%	120-238
Close	121-032	121-020	-0-012	0.0%	121-032
Range	0-145	0-085	-0-060	-41.4%	0-185
ATR
Volume	231	321	90	39.0%	421

Daily Pivots for day following 01-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-268	121-229	121-067
R3	121-183	121-144	121-043
R2	121-098	121-098	121-036
R1	121-059	121-059	121-028	121-079
PP	121-013	121-013	121-013	121-023
S1	120-294	120-294	121-012	120-314
S2	120-248	120-248	121-004
S3	120-163	120-209	120-317
S4	120-078	120-124	120-293

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%	55%	False	False	146
10	121-110	120-238	0-192	0.5%	0-092	0.2%	53%	False	False	74

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-094
2.618	121-275
1.618	121-190
1.000	121-138
0.618	121-105
HIGH	121-052
0.618	121-020
0.500	121-010
0.382	121-000
LOW	120-288
0.618	120-235
1.000	120-202
1.618	120-150
2.618	120-065
4.250	119-246

Fisher Pivots for day following 01-Nov-2021
Pivot	1 day	3 day
R1	121-017	121-017
PP	121-013	121-013
S1	121-010	121-010

Download as Excel Spreadsheet

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

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