ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 10-Nov-2021

Day Change Summary
	Previous	Current
	09-Nov-2021	10-Nov-2021	Change	Change %	Previous Week
Open	121-192	121-215	0-022	0.1%	120-302
High	121-272	121-222	-0-050	-0.1%	121-300
Low	121-172	120-298	-0-195	-0.5%	120-288
Close	121-265	121-005	-0-260	-0.7%	121-282
Range	0-100	0-245	0-145	145.0%	1-012
ATR	0-115	0-127	0-012	10.8%	0-000
Volume	2,877	16,356	13,479	468.5%	7,866

Daily Pivots for day following 10-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-163	123-009	121-140
R3	122-238	122-084	121-072
R2	121-313	121-313	121-050
R1	121-159	121-159	121-027	121-114
PP	121-068	121-068	121-068	121-046
S1	120-234	120-234	120-303	120-189
S2	120-143	120-143	120-280
S3	119-218	119-309	120-258
S4	118-293	119-064	120-190

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	120-298	1-002	0.8%	0-162	0.4%	9%	False	True	5,491
10	121-300	120-238	1-062	1.0%	0-144	0.4%	23%	False	False	3,076

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	0-018
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	124-304
2.618	123-224
1.618	122-299
1.000	122-148
0.618	122-054
HIGH	121-222
0.618	121-129
0.500	121-100
0.382	121-071
LOW	120-298
0.618	120-146
1.000	120-052
1.618	119-221
2.618	118-296
4.250	117-216

Fisher Pivots for day following 10-Nov-2021
Pivot	1 day	3 day
R1	121-100	121-128
PP	121-068	121-087
S1	121-037	121-046

Download as Excel Spreadsheet

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

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