ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 03-Nov-2021

Day Change Summary
	Previous	Current
	02-Nov-2021	03-Nov-2021	Change	Change %	Previous Week
Open	121-025	121-032	0-008	0.0%	120-310
High	121-152	121-132	-0-020	-0.1%	121-102
Low	121-020	120-308	-0-032	-0.1%	120-238
Close	121-112	121-048	-0-065	-0.2%	121-032
Range	0-132	0-145	0-012	9.4%	0-185
ATR	0-102	0-106	0-003	3.0%	0-000
Volume	770	1,836	1,066	138.4%	421

Daily Pivots for day following 03-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-171	122-094	121-127
R3	122-026	121-269	121-087
R2	121-201	121-201	121-074
R1	121-124	121-124	121-061	121-162
PP	121-056	121-056	121-056	121-075
S1	120-299	120-299	121-034	121-018
S2	120-231	120-231	121-021
S3	120-086	120-154	121-008
S4	119-261	120-009	120-288

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%	0-126	0.3%	55%	False	False	662
10	121-152	120-238	0-235	0.6%	0-106	0.3%	55%	False	False	335

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	0-014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-109
2.618	122-192
1.618	122-047
1.000	121-278
0.618	121-222
HIGH	121-132
0.618	121-077
0.500	121-060
0.382	121-043
LOW	120-308
0.618	120-218
1.000	120-162
1.618	120-073
2.618	119-248
4.250	119-011

Fisher Pivots for day following 03-Nov-2021
Pivot	1 day	3 day
R1	121-060	121-060
PP	121-056	121-056
S1	121-052	121-052

Download as Excel Spreadsheet

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

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