ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 15-Nov-2021

Day Change Summary
	Previous	Current
	12-Nov-2021	15-Nov-2021	Change	Change %	Previous Week
Open	120-242	120-288	0-045	0.1%	121-260
High	121-012	121-018	0-005	0.0%	121-278
Low	120-242	120-248	0-005	0.0%	120-228
Close	120-285	120-258	-0-028	-0.1%	120-285
Range	0-090	0-090	0-000	0.0%	1-050
ATR	0-123	0-121	-0-002	-1.9%	0-000
Volume	7,184	24,395	17,211	239.6%	31,577

Daily Pivots for day following 15-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-231	121-174	120-307
R3	121-141	121-084	120-282
R2	121-051	121-051	120-274
R1	120-314	120-314	120-266	120-298
PP	120-281	120-281	120-281	120-272
S1	120-224	120-224	120-249	120-208
S2	120-191	120-191	120-241
S3	120-101	120-134	120-233
S4	120-011	120-044	120-208

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	121-272	120-228	1-045	0.9%	0-124	0.3%	8%	False	False	10,537
10	121-300	120-228	1-072	1.0%	0-136	0.4%	8%	False	False	6,351
20	121-300	120-228	1-072	1.0%	0-114	0.3%	8%	False	False	3,213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0-018

Fibonacci Retracements and Extensions
4.250	122-080
2.618	121-253
1.618	121-163
1.000	121-108
0.618	121-073
HIGH	121-018
0.618	120-303
0.500	120-292
0.382	120-282
LOW	120-248
0.618	120-192
1.000	120-158
1.618	120-102
2.618	120-012
4.250	119-185

Fisher Pivots for day following 15-Nov-2021
Pivot	1 day	3 day
R1	120-292	120-282
PP	120-281	120-274
S1	120-269	120-266

Download as Excel Spreadsheet

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

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