ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 18-Nov-2021

Day Change Summary
	Previous	Current
	17-Nov-2021	18-Nov-2021	Change	Change %	Previous Week
Open	120-232	120-285	0-052	0.1%	121-260
High	120-298	121-008	0-030	0.1%	121-278
Low	120-215	120-255	0-040	0.1%	120-228
Close	120-282	120-308	0-025	0.1%	120-285
Range	0-082	0-072	-0-010	-12.1%	1-050
ATR	0-116	0-113	-0-003	-2.7%	0-000
Volume	62,425	125,403	62,978	100.9%	31,577

Daily Pivots for day following 18-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-194	121-163	121-027
R3	121-122	121-091	121-007
R2	121-049	121-049	121-001
R1	121-018	121-018	120-314	121-034
PP	120-297	120-297	120-297	120-304
S1	120-266	120-266	120-301	120-281
S2	120-224	120-224	120-294
S3	120-152	120-193	120-288
S4	120-079	120-121	120-268

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%	0-084	0.2%	76%	False	False	57,644
10	121-300	120-210	1-090	1.1%	0-115	0.3%	24%	False	False	31,600
20	121-300	120-210	1-090	1.1%	0-115	0.3%	24%	False	False	16,045

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	0-020
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	121-316
2.618	121-197
1.618	121-125
1.000	121-080
0.618	121-052
HIGH	121-008
0.618	120-300
0.500	120-291
0.382	120-283
LOW	120-255
0.618	120-210
1.000	120-182
1.618	120-138
2.618	120-065
4.250	119-267

Fisher Pivots for day following 18-Nov-2021
Pivot	1 day	3 day
R1	120-302	120-295
PP	120-297	120-282
S1	120-291	120-269

Download as Excel Spreadsheet

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

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