ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 19-Nov-2021

Day Change Summary
	Previous	Current
	18-Nov-2021	19-Nov-2021	Change	Change %	Previous Week
Open	120-285	120-302	0-018	0.0%	120-288
High	121-008	121-120	0-112	0.3%	121-120
Low	120-255	120-278	0-022	0.1%	120-210
Close	120-308	121-020	0-032	0.1%	121-020
Range	0-072	0-162	0-090	124.1%	0-230
ATR	0-113	0-116	0-004	3.1%	0-000
Volume	125,403	448,365	322,962	257.5%	729,405

Daily Pivots for day following 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-200	122-112	121-109
R3	122-038	121-270	121-065
R2	121-195	121-195	121-050
R1	121-108	121-108	121-035	121-151
PP	121-032	121-032	121-032	121-054
S1	120-265	120-265	121-005	120-309
S2	120-190	120-190	120-310
S3	120-028	120-102	120-295
S4	119-185	119-260	120-251

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-060	122-270	121-146
R3	122-150	122-040	121-083
R2	121-240	121-240	121-062
R1	121-130	121-130	121-041	121-185
PP	121-010	121-010	121-010	121-038
S1	120-220	120-220	120-319	120-275
S2	120-100	120-100	120-298
S3	119-190	119-310	120-277
S4	118-280	119-080	120-214

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-120	120-210	0-230	0.6%	0-099	0.3%	57%	True	False	145,881
10	121-278	120-210	1-068	1.0%	0-114	0.3%	34%	False	False	76,098
20	121-300	120-210	1-090	1.1%	0-120	0.3%	32%	False	False	38,463

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	123-171
2.618	122-225
1.618	122-063
1.000	121-282
0.618	121-220
HIGH	121-120
0.618	121-058
0.500	121-039
0.382	121-020
LOW	120-278
0.618	120-177
1.000	120-115
1.618	120-015
2.618	119-172
4.250	118-227

Fisher Pivots for day following 19-Nov-2021
Pivot	1 day	3 day
R1	121-039	121-016
PP	121-032	121-012
S1	121-026	121-008

Download as Excel Spreadsheet

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

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