ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 04-Nov-2021

Day Change Summary
	Previous	Current
	03-Nov-2021	04-Nov-2021	Change	Change %	Previous Week
Open	121-032	121-055	0-022	0.1%	120-310
High	121-132	121-218	0-085	0.2%	121-102
Low	120-308	121-040	0-052	0.1%	120-238
Close	121-048	121-200	0-152	0.4%	121-032
Range	0-145	0-178	0-032	22.4%	0-185
ATR	0-106	0-111	0-005	4.9%	0-000
Volume	1,836	1,549	-287	-15.6%	421

Daily Pivots for day following 04-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-045	122-300	121-298
R3	122-188	122-122	121-249
R2	122-010	122-010	121-233
R1	121-265	121-265	121-216	121-298
PP	121-152	121-152	121-152	121-169
S1	121-088	121-088	121-184	121-120
S2	120-295	120-295	121-167
S3	120-118	120-230	121-151
S4	119-260	120-052	121-102

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	121-218	120-238	0-300	0.8%	0-137	0.4%	94%	True	False	941
10	121-218	120-238	0-300	0.8%	0-116	0.3%	94%	True	False	489

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	0-016
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	124-012
2.618	123-042
1.618	122-185
1.000	122-075
0.618	122-007
HIGH	121-218
0.618	121-150
0.500	121-129
0.382	121-108
LOW	121-040
0.618	120-250
1.000	120-182
1.618	120-073
2.618	119-215
4.250	118-246

Fisher Pivots for day following 04-Nov-2021
Pivot	1 day	3 day
R1	121-176	121-168
PP	121-152	121-135
S1	121-129	121-102

Download as Excel Spreadsheet

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

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