ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 01-Dec-2021

Day Change Summary
	Previous	Current
	30-Nov-2021	01-Dec-2021	Change	Change %	Previous Week
Open	121-145	121-100	-0-045	-0.1%	120-302
High	121-275	121-150	-0-125	-0.3%	121-132
Low	121-010	120-290	-0-040	-0.1%	120-072
Close	121-128	121-110	-0-018	0.0%	121-078
Range	0-265	0-180	-0-085	-32.1%	1-060
ATR	0-149	0-152	0-002	1.5%	0-000
Volume	2,043,169	1,135,221	-907,948	-44.4%	7,118,655

Daily Pivots for day following 01-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-297	122-223	121-209
R3	122-117	122-043	121-160
R2	121-257	121-257	121-143
R1	121-183	121-183	121-126	121-220
PP	121-077	121-077	121-077	121-095
S1	121-003	121-003	121-094	121-040
S2	120-217	120-217	121-077
S3	120-037	120-143	121-060
S4	119-177	119-283	121-011

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%	0-220	0.6%	68%	False	False	1,568,540
10	121-275	120-072	1-202	1.3%	0-168	0.4%	68%	False	False	1,223,225
20	121-300	120-072	1-228	1.4%	0-150	0.4%	65%	False	False	618,190

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	0-043
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-275
2.618	122-301
1.618	122-121
1.000	122-010
0.618	121-261
HIGH	121-150
0.618	121-081
0.500	121-060
0.382	121-039
LOW	120-290
0.618	120-179
1.000	120-110
1.618	119-319
2.618	119-139
4.250	118-165

Fisher Pivots for day following 01-Dec-2021
Pivot	1 day	3 day
R1	121-093	121-122
PP	121-077	121-118
S1	121-060	121-114

Download as Excel Spreadsheet

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

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