ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 12-Nov-2021

Day Change Summary
	Previous	Current
	11-Nov-2021	12-Nov-2021	Change	Change %	Previous Week
Open	121-002	120-242	-0-080	-0.2%	121-260
High	121-002	121-012	0-010	0.0%	121-278
Low	120-228	120-242	0-015	0.0%	120-228
Close	120-230	120-285	0-055	0.1%	120-285
Range	0-095	0-090	-0-005	-5.3%	1-050
ATR	0-125	0-123	-0-002	-1.3%	0-000
Volume	1,873	7,184	5,311	283.6%	31,577

Daily Pivots for day following 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-237	121-191	121-014
R3	121-147	121-101	120-310
R2	121-057	121-057	120-302
R1	121-011	121-011	120-293	121-034
PP	120-287	120-287	120-287	120-298
S1	120-241	120-241	120-277	120-264
S2	120-197	120-197	120-268
S3	120-107	120-151	120-260
S4	120-017	120-061	120-236

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-200	123-292	121-168
R3	123-150	122-242	121-067
R2	122-100	122-100	121-033
R1	121-192	121-192	120-319	121-121
PP	121-050	121-050	121-050	121-014
S1	120-142	120-142	120-251	120-071
S2	120-000	120-000	120-217
S3	118-270	119-092	120-183
S4	117-220	118-042	120-082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-278	120-228	1-050	1.0%	0-130	0.3%	16%	False	False	6,315
10	121-300	120-228	1-072	1.0%	0-136	0.4%	15%	False	False	3,944
20	121-300	120-228	1-072	1.0%	0-112	0.3%	15%	False	False	1,993

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 9 trading days

Fibonacci Retracements and Extensions
4.250	122-075
2.618	121-248
1.618	121-158
1.000	121-102
0.618	121-068
HIGH	121-012
0.618	120-298
0.500	120-288
0.382	120-277
LOW	120-242
0.618	120-187
1.000	120-152
1.618	120-097
2.618	120-007
4.250	119-180

Fisher Pivots for day following 12-Nov-2021
Pivot	1 day	3 day
R1	120-288	121-065
PP	120-287	121-032
S1	120-286	120-318

Download as Excel Spreadsheet

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

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