ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 24-Nov-2021

Day Change Summary
	Previous	Current
	23-Nov-2021	24-Nov-2021	Change	Change %	Previous Week
Open	120-150	120-140	-0-010	0.0%	120-288
High	120-175	120-205	0-030	0.1%	121-120
Low	120-080	120-072	-0-008	0.0%	120-210
Close	120-152	120-125	-0-028	-0.1%	121-020
Range	0-095	0-132	0-038	39.5%	0-230
ATR	0-121	0-122	0-001	0.7%	0-000
Volume	2,537,895	1,754,843	-783,052	-30.9%	729,405

Daily Pivots for day following 24-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	121-212	121-141	120-198
R3	121-079	121-008	120-161
R2	120-267	120-267	120-149
R1	120-196	120-196	120-137	120-165
PP	120-134	120-134	120-134	120-119
S1	120-063	120-063	120-113	120-032
S2	120-002	120-002	120-101
S3	119-189	119-251	120-089
S4	119-057	119-118	120-052

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	120-072	1-048	1.0%	0-126	0.3%	14%	False	True	1,216,394
10	121-120	120-072	1-048	1.0%	0-108	0.3%	14%	False	True	624,666
20	121-300	120-072	1-228	1.4%	0-126	0.3%	10%	False	True	313,871

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-128
2.618	121-232
1.618	121-099
1.000	121-018
0.618	120-287
HIGH	120-205
0.618	120-154
0.500	120-139
0.382	120-123
LOW	120-072
0.618	119-311
1.000	119-260
1.618	119-178
2.618	119-046
4.250	118-149

Fisher Pivots for day following 24-Nov-2021
Pivot	1 day	3 day
R1	120-139	120-189
PP	120-134	120-168
S1	120-130	120-146

Download as Excel Spreadsheet

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

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