ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 04-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2021 |
04-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-298 |
121-242 |
-0-055 |
-0.1% |
121-215 |
| High |
122-018 |
122-095 |
0-078 |
0.2% |
121-315 |
| Low |
121-185 |
121-238 |
0-052 |
0.1% |
121-125 |
| Close |
121-250 |
122-072 |
0-142 |
0.4% |
121-240 |
| Range |
0-152 |
0-178 |
0-025 |
16.4% |
0-190 |
| ATR |
0-108 |
0-113 |
0-005 |
4.6% |
0-000 |
| Volume |
1,211,338 |
1,188,063 |
-23,275 |
-1.9% |
6,092,671 |
|
| Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-241 |
123-174 |
122-170 |
|
| R3 |
123-063 |
122-317 |
122-121 |
|
| R2 |
122-206 |
122-206 |
122-105 |
|
| R1 |
122-139 |
122-139 |
122-089 |
122-172 |
| PP |
122-028 |
122-028 |
122-028 |
122-045 |
| S1 |
121-282 |
121-282 |
122-056 |
121-315 |
| S2 |
121-171 |
121-171 |
122-040 |
|
| S3 |
120-313 |
121-104 |
122-024 |
|
| S4 |
120-136 |
120-247 |
121-295 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-157 |
123-068 |
122-024 |
|
| R3 |
122-287 |
122-198 |
121-292 |
|
| R2 |
122-097 |
122-097 |
121-275 |
|
| R1 |
122-008 |
122-008 |
121-257 |
122-052 |
| PP |
121-227 |
121-227 |
121-227 |
121-249 |
| S1 |
121-138 |
121-138 |
121-223 |
121-182 |
| S2 |
121-037 |
121-037 |
121-205 |
|
| S3 |
120-167 |
120-268 |
121-188 |
|
| S4 |
119-297 |
120-078 |
121-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-095 |
121-125 |
0-290 |
0.7% |
0-138 |
0.4% |
92% |
True |
False |
1,173,726 |
| 10 |
122-095 |
121-125 |
0-290 |
0.7% |
0-122 |
0.3% |
92% |
True |
False |
1,172,830 |
| 20 |
122-240 |
121-125 |
1-115 |
1.1% |
0-112 |
0.3% |
61% |
False |
False |
1,091,638 |
| 40 |
123-252 |
121-125 |
2-128 |
2.0% |
0-098 |
0.2% |
35% |
False |
False |
998,739 |
| 60 |
123-300 |
121-125 |
2-175 |
2.1% |
0-088 |
0.2% |
33% |
False |
False |
876,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-209 |
|
2.618 |
123-240 |
|
1.618 |
123-062 |
|
1.000 |
122-272 |
|
0.618 |
122-205 |
|
HIGH |
122-095 |
|
0.618 |
122-027 |
|
0.500 |
122-006 |
|
0.382 |
121-305 |
|
LOW |
121-238 |
|
0.618 |
121-128 |
|
1.000 |
121-060 |
|
1.618 |
120-270 |
|
2.618 |
120-093 |
|
4.250 |
119-123 |
|
|
| Fisher Pivots for day following 04-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
122-050 |
122-042 |
| PP |
122-028 |
122-011 |
| S1 |
122-006 |
121-300 |
|