ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 23-Nov-2021

Day Change Summary
	Previous	Current
	22-Nov-2021	23-Nov-2021	Change	Change %	Previous Week
Open	120-302	120-150	-0-152	-0.4%	120-288
High	120-305	120-175	-0-130	-0.3%	121-120
Low	120-135	120-080	-0-055	-0.1%	120-210
Close	120-155	120-152	-0-002	0.0%	121-020
Range	0-170	0-095	-0-075	-44.1%	0-230
ATR	0-123	0-121	-0-002	-1.6%	0-000
Volume	1,215,464	2,537,895	1,322,431	108.8%	729,405

Daily Pivots for day following 23-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-101	121-062	120-205
R3	121-006	120-287	120-179
R2	120-231	120-231	120-170
R1	120-192	120-192	120-161	120-211
PP	120-136	120-136	120-136	120-146
S1	120-097	120-097	120-144	120-116
S2	120-041	120-041	120-135
S3	119-266	120-002	120-126
S4	119-171	119-227	120-100

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	120-080	1-040	0.9%	0-116	0.3%	20%	False	True	877,910
10	121-222	120-080	1-142	1.2%	0-119	0.3%	16%	False	True	450,817
20	121-300	120-080	1-220	1.4%	0-126	0.3%	13%	False	True	226,130

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-259
2.618	121-104
1.618	121-009
1.000	120-270
0.618	120-234
HIGH	120-175
0.618	120-139
0.500	120-128
0.382	120-116
LOW	120-080
0.618	120-021
1.000	119-305
1.618	119-246
2.618	119-151
4.250	118-316

Fisher Pivots for day following 23-Nov-2021
Pivot	1 day	3 day
R1	120-144	120-260
PP	120-136	120-224
S1	120-128	120-188

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