ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 30-Nov-2021

Day Change Summary
	Previous	Current
	29-Nov-2021	30-Nov-2021	Change	Change %	Previous Week
Open	121-032	121-145	0-112	0.3%	120-302
High	121-145	121-275	0-130	0.3%	121-132
Low	120-295	121-010	0-035	0.1%	120-072
Close	121-085	121-128	0-042	0.1%	121-078
Range	0-170	0-265	0-095	55.9%	1-060
ATR	0-140	0-149	0-009	6.3%	0-000
Volume	1,299,014	2,043,169	744,155	57.3%	7,118,655

Daily Pivots for day following 30-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-292	123-155	121-273
R3	123-028	122-210	121-200
R2	122-082	122-082	121-176
R1	121-265	121-265	121-152	121-201
PP	121-138	121-138	121-138	121-106
S1	121-000	121-000	121-103	120-256
S2	120-192	120-192	121-079
S3	119-248	120-055	121-055
S4	118-302	119-110	120-302

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	121-275	120-072	1-202	1.3%	0-204	0.5%	72%	True	False	1,849,074
10	121-275	120-072	1-202	1.3%	0-159	0.4%	72%	True	False	1,116,584
20	121-300	120-072	1-228	1.4%	0-148	0.4%	68%	False	False	561,468

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-121
2.618	124-009
1.618	123-064
1.000	122-220
0.618	122-119
HIGH	121-275
0.618	121-174
0.500	121-142
0.382	121-111
LOW	121-010
0.618	120-166
1.000	120-065
1.618	119-221
2.618	118-276
4.250	117-164

Fisher Pivots for day following 30-Nov-2021
Pivot	1 day	3 day
R1	121-142	121-094
PP	121-138	121-060
S1	121-132	121-026

Download as Excel Spreadsheet

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

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