ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 05-Nov-2021

Day Change Summary
	Previous	Current
	04-Nov-2021	05-Nov-2021	Change	Change %	Previous Week
Open	121-055	121-160	0-105	0.3%	120-302
High	121-218	121-300	0-082	0.2%	121-300
Low	121-040	121-130	0-090	0.2%	120-288
Close	121-200	121-282	0-082	0.2%	121-282
Range	0-178	0-170	-0-008	-4.2%	1-012
ATR	0-111	0-115	0-004	3.8%	0-000
Volume	1,549	3,390	1,841	118.9%	7,866

Daily Pivots for day following 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-108	123-045	122-056
R3	122-258	122-195	122-009
R2	122-088	122-088	121-314
R1	122-025	122-025	121-298	122-056
PP	121-238	121-238	121-238	121-253
S1	121-175	121-175	121-267	121-206
S2	121-068	121-068	121-251
S3	120-218	121-005	121-236
S4	120-048	120-155	121-189

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-221	124-104	122-145
R3	123-208	123-092	122-054
R2	122-196	122-196	122-023
R1	122-079	122-079	121-313	122-138
PP	121-183	121-183	121-183	121-212
S1	121-067	121-067	121-252	121-125
S2	120-171	120-171	121-222
S3	119-158	120-054	121-191
S4	118-146	119-042	121-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-300	120-288	1-012	0.9%	0-142	0.4%	95%	True	False	1,573
10	121-300	120-238	1-062	1.0%	0-125	0.3%	95%	True	False	828

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-062
2.618	123-105
1.618	122-255
1.000	122-150
0.618	122-085
HIGH	121-300
0.618	121-235
0.500	121-215
0.382	121-195
LOW	121-130
0.618	121-025
1.000	120-280
1.618	120-175
2.618	120-005
4.250	119-048

Fisher Pivots for day following 05-Nov-2021
Pivot	1 day	3 day
R1	121-260	121-236
PP	121-238	121-190
S1	121-215	121-144

Download as Excel Spreadsheet

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

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