ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 26-Nov-2021

Day Change Summary
	Previous	Current
	24-Nov-2021	26-Nov-2021	Change	Change %	Previous Week
Open	120-140	120-122	-0-018	0.0%	120-302
High	120-205	121-132	0-248	0.6%	121-132
Low	120-072	120-098	0-025	0.1%	120-072
Close	120-125	121-078	0-272	0.7%	121-078
Range	0-132	1-035	0-222	167.9%	1-060
ATR	0-122	0-138	0-017	13.7%	0-000
Volume	1,754,843	1,610,453	-144,390	-8.2%	7,118,655

Daily Pivots for day following 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-101	123-284	121-273
R3	123-066	122-249	121-175
R2	122-031	122-031	121-143
R1	121-214	121-214	121-110	121-282
PP	120-316	120-316	120-316	121-030
S1	120-179	120-179	121-045	120-248
S2	119-281	119-281	121-012
S3	118-246	119-144	120-300
S4	117-211	118-109	120-202

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-168	124-022	121-286
R3	123-108	122-282	121-182
R2	122-048	122-048	121-147
R1	121-222	121-222	121-112	121-295
PP	120-308	120-308	120-308	121-024
S1	120-162	120-162	121-043	120-235
S2	119-248	119-248	121-008
S3	118-188	119-102	120-293
S4	117-128	118-042	120-188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-132	120-072	1-060	1.0%	0-183	0.5%	86%	True	False	1,513,404
10	121-132	120-072	1-060	1.0%	0-134	0.3%	86%	True	False	785,524
20	121-300	120-072	1-228	1.4%	0-138	0.4%	59%	False	False	394,386

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	0-027
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	126-041
2.618	124-102
1.618	123-067
1.000	122-168
0.618	122-032
HIGH	121-132
0.618	120-317
0.500	120-275
0.382	120-233
LOW	120-098
0.618	119-198
1.000	119-062
1.618	118-163
2.618	117-128
4.250	115-189

Fisher Pivots for day following 26-Nov-2021
Pivot	1 day	3 day
R1	121-037	121-032
PP	120-316	120-308
S1	120-275	120-262

Download as Excel Spreadsheet

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

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