ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 29-Nov-2021

Day Change Summary
	Previous	Current
	26-Nov-2021	29-Nov-2021	Change	Change %	Previous Week
Open	120-122	121-032	0-230	0.6%	120-302
High	121-132	121-145	0-012	0.0%	121-132
Low	120-098	120-295	0-198	0.5%	120-072
Close	121-078	121-085	0-008	0.0%	121-078
Range	1-035	0-170	-0-185	-52.1%	1-060
ATR	0-138	0-140	0-002	1.6%	0-000
Volume	1,610,453	1,299,014	-311,439	-19.3%	7,118,655

Daily Pivots for day following 29-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-258	122-182	121-178
R3	122-088	122-012	121-132
R2	121-238	121-238	121-116
R1	121-162	121-162	121-101	121-200
PP	121-068	121-068	121-068	121-088
S1	120-312	120-312	121-069	121-030
S2	120-218	120-218	121-054
S3	120-048	120-142	121-038
S4	119-198	119-292	120-312

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	121-145	120-072	1-072	1.0%	0-184	0.5%	85%	True	False	1,683,533
10	121-145	120-072	1-072	1.0%	0-142	0.4%	85%	True	False	914,707
20	121-300	120-072	1-228	1.4%	0-139	0.4%	61%	False	False	459,325

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	0-033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-228
2.618	122-270
1.618	122-100
1.000	121-315
0.618	121-250
HIGH	121-145
0.618	121-080
0.500	121-060
0.382	121-040
LOW	120-295
0.618	120-190
1.000	120-125
1.618	120-020
2.618	119-170
4.250	118-212

Fisher Pivots for day following 29-Nov-2021
Pivot	1 day	3 day
R1	121-077	121-040
PP	121-068	120-314
S1	121-060	120-269

Download as Excel Spreadsheet

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

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