ECBOT 5 Year T-Note Future March 2022

Trading Metrics calculated at close of trading on 02-Dec-2021

Day Change Summary
	Previous	Current
	01-Dec-2021	02-Dec-2021	Change	Change %	Previous Week
Open	121-100	121-130	0-030	0.1%	120-302
High	121-150	121-138	-0-012	0.0%	121-132
Low	120-290	120-302	0-012	0.0%	120-072
Close	121-110	121-012	-0-098	-0.3%	121-078
Range	0-180	0-155	-0-025	-13.9%	1-060
ATR	0-152	0-152	0-000	0.2%	0-000
Volume	1,135,221	946,022	-189,199	-16.7%	7,118,655

Daily Pivots for day following 02-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-189	122-096	121-098
R3	122-034	121-261	121-055
R2	121-199	121-199	121-041
R1	121-106	121-106	121-027	121-075
PP	121-044	121-044	121-044	121-029
S1	120-271	120-271	120-318	120-240
S2	120-209	120-209	120-304
S3	120-054	120-116	120-290
S4	119-219	119-281	120-247

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	120-098	1-178	1.3%	0-225	0.6%	47%	False	False	1,406,775
10	121-275	120-072	1-202	1.3%	0-176	0.5%	50%	False	False	1,311,584
20	121-300	120-072	1-228	1.4%	0-151	0.4%	47%	False	False	665,400

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-156
2.618	122-223
1.618	122-068
1.000	121-292
0.618	121-233
HIGH	121-138
0.618	121-078
0.500	121-060
0.382	121-042
LOW	120-302
0.618	120-207
1.000	120-148
1.618	120-052
2.618	119-217
4.250	118-284

Fisher Pivots for day following 02-Dec-2021
Pivot	1 day	3 day
R1	121-060	121-122
PP	121-044	121-086
S1	121-028	121-049

Download as Excel Spreadsheet

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

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