ECBOT 5 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	120-302	121-025	0-042	0.1%	120-310
High	121-052	121-152	0-100	0.3%	121-102
Low	120-288	121-020	0-052	0.1%	120-238
Close	121-020	121-112	0-092	0.2%	121-032
Range	0-085	0-132	0-048	55.9%	0-185
ATR	0-000	0-102	0-102		0-000
Volume	321	770	449	139.9%	421

Daily Pivots for day following 02-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-172	122-115	121-185
R3	122-040	121-302	121-149
R2	121-228	121-228	121-137
R1	121-170	121-170	121-125	121-199
PP	121-095	121-095	121-095	121-109
S1	121-038	121-038	121-100	121-066
S2	120-282	120-282	121-088
S3	120-150	120-225	121-076
S4	120-018	120-092	121-040

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	121-152	120-238	0-235	0.6%	0-124	0.3%	83%	True	False	299
10	121-152	120-238	0-235	0.6%	0-100	0.3%	83%	True	False	151

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	0-010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-076
2.618	122-179
1.618	122-047
1.000	121-285
0.618	121-234
HIGH	121-152
0.618	121-102
0.500	121-086
0.382	121-071
LOW	121-020
0.618	120-258
1.000	120-208
1.618	120-126
2.618	119-313
4.250	119-097

Fisher Pivots for day following 02-Nov-2021
Pivot	1 day	3 day
R1	121-104	121-087
PP	121-095	121-061
S1	121-086	121-035

Download as Excel Spreadsheet

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

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