ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 22-Nov-2021

Day Change Summary
	Previous	Current
	19-Nov-2021	22-Nov-2021	Change	Change %	Previous Week
Open	120-302	120-302	0-000	0.0%	120-288
High	121-120	120-305	-0-135	-0.3%	121-120
Low	120-278	120-135	-0-142	-0.4%	120-210
Close	121-020	120-155	-0-185	-0.5%	121-020
Range	0-162	0-170	0-008	4.6%	0-230
ATR	0-116	0-123	0-006	5.4%	0-000
Volume	448,365	1,215,464	767,099	171.1%	729,405

Daily Pivots for day following 22-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-068	121-282	120-248
R3	121-218	121-112	120-202
R2	121-048	121-048	120-186
R1	120-262	120-262	120-171	120-230
PP	120-198	120-198	120-198	120-182
S1	120-092	120-092	120-139	120-060
S2	120-028	120-028	120-124
S3	119-178	119-242	120-108
S4	119-008	119-072	120-062

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	120-135	0-305	0.8%	0-115	0.3%	7%	False	True	384,094
10	121-272	120-135	1-138	1.2%	0-120	0.3%	4%	False	True	197,315
20	121-300	120-135	1-165	1.3%	0-124	0.3%	4%	False	True	99,236

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	0-018
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	123-068
2.618	122-110
1.618	121-260
1.000	121-155
0.618	121-090
HIGH	120-305
0.618	120-240
0.500	120-220
0.382	120-200
LOW	120-135
0.618	120-030
1.000	119-285
1.618	119-180
2.618	119-010
4.250	118-052

Fisher Pivots for day following 22-Nov-2021
Pivot	1 day	3 day
R1	120-220	120-288
PP	120-198	120-243
S1	120-177	120-199

Download as Excel Spreadsheet

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

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