ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 09-Nov-2021

Day Change Summary
	Previous	Current
	08-Nov-2021	09-Nov-2021	Change	Change %	Previous Week
Open	121-260	121-192	-0-068	-0.2%	120-302
High	121-278	121-272	-0-005	0.0%	121-300
Low	121-158	121-172	0-015	0.0%	120-288
Close	121-175	121-265	0-090	0.2%	121-282
Range	0-120	0-100	-0-020	-16.7%	1-012
ATR	0-116	0-115	-0-001	-1.0%	0-000
Volume	3,287	2,877	-410	-12.5%	7,866

Daily Pivots for day following 09-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-217	122-181	122-000
R3	122-117	122-081	121-292
R2	122-017	122-017	121-283
R1	121-301	121-301	121-274	121-319
PP	121-237	121-237	121-237	121-246
S1	121-201	121-201	121-256	121-219
S2	121-137	121-137	121-247
S3	121-037	121-101	121-238
S4	120-257	121-001	121-210

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%	0-142	0.4%	89%	False	False	2,587
10	121-300	120-238	1-062	1.0%	0-133	0.3%	91%	False	False	1,443

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	0-018
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-058
2.618	122-214
1.618	122-114
1.000	122-052
0.618	122-014
HIGH	121-272
0.618	121-234
0.500	121-222
0.382	121-211
LOW	121-172
0.618	121-111
1.000	121-072
1.618	121-011
2.618	120-231
4.250	120-068

Fisher Pivots for day following 09-Nov-2021
Pivot	1 day	3 day
R1	121-251	121-248
PP	121-237	121-232
S1	121-222	121-215

Download as Excel Spreadsheet

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

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