ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 11-Nov-2021

Day Change Summary
	Previous	Current
	10-Nov-2021	11-Nov-2021	Change	Change %	Previous Week
Open	121-215	121-002	-0-212	-0.5%	120-302
High	121-222	121-002	-0-220	-0.6%	121-300
Low	120-298	120-228	-0-070	-0.2%	120-288
Close	121-005	120-230	-0-095	-0.2%	121-282
Range	0-245	0-095	-0-150	-61.2%	1-012
ATR	0-127	0-125	-0-002	-1.7%	0-000
Volume	16,356	1,873	-14,483	-88.5%	7,866

Daily Pivots for day following 11-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-225	121-162	120-282
R3	121-130	121-068	120-256
R2	121-035	121-035	120-247
R1	120-292	120-292	120-239	120-276
PP	120-260	120-260	120-260	120-252
S1	120-198	120-198	120-221	120-181
S2	120-165	120-165	120-213
S3	120-070	120-102	120-204
S4	119-295	120-008	120-178

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	120-228	1-072	1.0%	0-146	0.4%	1%	False	True	5,556
10	121-300	120-228	1-072	1.0%	0-142	0.4%	1%	False	True	3,249
20	121-300	120-228	1-072	1.0%	0-111	0.3%	1%	False	True	1,634

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-016
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-086
2.618	121-251
1.618	121-156
1.000	121-098
0.618	121-061
HIGH	121-002
0.618	120-286
0.500	120-275
0.382	120-264
LOW	120-228
0.618	120-169
1.000	120-132
1.618	120-074
2.618	119-299
4.250	119-144

Fisher Pivots for day following 11-Nov-2021
Pivot	1 day	3 day
R1	120-275	121-090
PP	120-260	121-030
S1	120-245	120-290

Download as Excel Spreadsheet

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

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