ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 16-Nov-2021

Day Change Summary
	Previous	Current
	15-Nov-2021	16-Nov-2021	Change	Change %	Previous Week
Open	120-288	120-258	-0-030	-0.1%	121-260
High	121-018	120-298	-0-040	-0.1%	121-278
Low	120-248	120-210	-0-038	-0.1%	120-228
Close	120-258	120-238	-0-020	-0.1%	120-285
Range	0-090	0-088	-0-002	-2.8%	1-050
ATR	0-121	0-118	-0-002	-2.0%	0-000
Volume	24,395	68,817	44,422	182.1%	31,577

Daily Pivots for day following 16-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-191	121-142	120-286
R3	121-103	121-054	120-262
R2	121-016	121-016	120-254
R1	120-287	120-287	120-246	120-268
PP	120-248	120-248	120-248	120-239
S1	120-199	120-199	120-229	120-180
S2	120-161	120-161	120-221
S3	120-073	120-112	120-213
S4	119-306	120-024	120-189

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	121-222	120-210	1-012	0.9%	0-122	0.3%	8%	False	True	23,725
10	121-300	120-210	1-090	1.1%	0-132	0.3%	7%	False	True	13,156
20	121-300	120-210	1-090	1.1%	0-116	0.3%	7%	False	True	6,654

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	0-022
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	122-029
2.618	121-207
1.618	121-119
1.000	121-065
0.618	121-032
HIGH	120-298
0.618	120-264
0.500	120-254
0.382	120-243
LOW	120-210
0.618	120-156
1.000	120-122
1.618	120-068
2.618	119-301
4.250	119-158

Fisher Pivots for day following 16-Nov-2021
Pivot	1 day	3 day
R1	120-254	120-274
PP	120-248	120-262
S1	120-243	120-250

Download as Excel Spreadsheet

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

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