ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 08-Nov-2021

Day Change Summary
	Previous	Current
	05-Nov-2021	08-Nov-2021	Change	Change %	Previous Week
Open	121-160	121-260	0-100	0.3%	120-302
High	121-300	121-278	-0-022	-0.1%	121-300
Low	121-130	121-158	0-028	0.1%	120-288
Close	121-282	121-175	-0-108	-0.3%	121-282
Range	0-170	0-120	-0-050	-29.4%	1-012
ATR	0-115	0-116	0-001	0.6%	0-000
Volume	3,390	3,287	-103	-3.0%	7,866

Daily Pivots for day following 08-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-243	122-169	121-241
R3	122-123	122-049	121-208
R2	122-003	122-003	121-197
R1	121-249	121-249	121-186	121-226
PP	121-203	121-203	121-203	121-192
S1	121-129	121-129	121-164	121-106
S2	121-083	121-083	121-153
S3	120-283	121-009	121-142
S4	120-163	120-209	121-109

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	120-308	0-312	0.8%	0-149	0.4%	60%	False	False	2,166
10	121-300	120-238	1-062	1.0%	0-128	0.3%	67%	False	False	1,156

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-148
2.618	122-272
1.618	122-152
1.000	122-078
0.618	122-032
HIGH	121-278
0.618	121-232
0.500	121-218
0.382	121-203
LOW	121-158
0.618	121-083
1.000	121-038
1.618	120-283
2.618	120-163
4.250	119-288

Fisher Pivots for day following 08-Nov-2021
Pivot	1 day	3 day
R1	121-218	121-173
PP	121-203	121-172
S1	121-189	121-170

Download as Excel Spreadsheet

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

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