ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 17-Nov-2021

Day Change Summary
	Previous	Current
	16-Nov-2021	17-Nov-2021	Change	Change %	Previous Week
Open	120-258	120-232	-0-025	-0.1%	121-260
High	120-298	120-298	0-000	0.0%	121-278
Low	120-210	120-215	0-005	0.0%	120-228
Close	120-238	120-282	0-045	0.1%	120-285
Range	0-088	0-082	-0-005	-5.7%	1-050
ATR	0-118	0-116	-0-003	-2.2%	0-000
Volume	68,817	62,425	-6,392	-9.3%	31,577

Daily Pivots for day following 17-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-192	121-160	121-008
R3	121-110	121-078	120-305
R2	121-028	121-028	120-298
R1	120-315	120-315	120-290	121-011
PP	120-265	120-265	120-265	120-273
S1	120-232	120-232	120-275	120-249
S2	120-182	120-182	120-267
S3	120-100	120-150	120-260
S4	120-018	120-068	120-237

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	121-018	120-210	0-128	0.3%	0-089	0.2%	57%	False	False	32,938
10	121-300	120-210	1-090	1.1%	0-126	0.3%	18%	False	False	19,215
20	121-300	120-210	1-090	1.1%	0-116	0.3%	18%	False	False	9,775

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	122-008
2.618	121-193
1.618	121-111
1.000	121-060
0.618	121-028
HIGH	120-298
0.618	120-266
0.500	120-256
0.382	120-247
LOW	120-215
0.618	120-164
1.000	120-132
1.618	120-082
2.618	119-319
4.250	119-184

Fisher Pivots for day following 17-Nov-2021
Pivot	1 day	3 day
R1	120-274	120-280
PP	120-265	120-277
S1	120-256	120-274

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols