ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 09-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2021 |
09-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
122-128 |
122-038 |
-0-090 |
-0.2% |
121-222 |
| High |
122-145 |
122-132 |
-0-012 |
0.0% |
122-165 |
| Low |
122-025 |
122-035 |
0-010 |
0.0% |
121-175 |
| Close |
122-040 |
122-122 |
0-082 |
0.2% |
122-145 |
| Range |
0-120 |
0-098 |
-0-022 |
-18.8% |
0-310 |
| ATR |
0-117 |
0-115 |
-0-001 |
-1.2% |
0-000 |
| Volume |
725,856 |
909,475 |
183,619 |
25.3% |
5,408,416 |
|
| Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-069 |
123-033 |
122-176 |
|
| R3 |
122-292 |
122-256 |
122-149 |
|
| R2 |
122-194 |
122-194 |
122-140 |
|
| R1 |
122-158 |
122-158 |
122-131 |
122-176 |
| PP |
122-097 |
122-097 |
122-097 |
122-106 |
| S1 |
122-061 |
122-061 |
122-114 |
122-079 |
| S2 |
121-319 |
121-319 |
122-105 |
|
| S3 |
121-222 |
121-283 |
122-096 |
|
| S4 |
121-124 |
121-186 |
122-069 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-025 |
124-235 |
122-316 |
|
| R3 |
124-035 |
123-245 |
122-230 |
|
| R2 |
123-045 |
123-045 |
122-202 |
|
| R1 |
122-255 |
122-255 |
122-173 |
122-310 |
| PP |
122-055 |
122-055 |
122-055 |
122-082 |
| S1 |
121-265 |
121-265 |
122-117 |
122-000 |
| S2 |
121-065 |
121-065 |
122-088 |
|
| S3 |
120-075 |
120-275 |
122-060 |
|
| S4 |
119-085 |
119-285 |
121-294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-165 |
121-185 |
0-300 |
0.8% |
0-143 |
0.4% |
86% |
False |
False |
1,033,631 |
| 10 |
122-165 |
121-125 |
1-040 |
0.9% |
0-135 |
0.3% |
88% |
False |
False |
1,169,922 |
| 20 |
122-165 |
121-125 |
1-040 |
0.9% |
0-119 |
0.3% |
88% |
False |
False |
1,115,737 |
| 40 |
123-232 |
121-125 |
2-108 |
1.9% |
0-102 |
0.3% |
42% |
False |
False |
1,013,658 |
| 60 |
123-300 |
121-125 |
2-175 |
2.1% |
0-090 |
0.2% |
39% |
False |
False |
922,447 |
| 80 |
124-168 |
121-125 |
3-042 |
2.6% |
0-089 |
0.2% |
32% |
False |
False |
692,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-227 |
|
2.618 |
123-068 |
|
1.618 |
122-290 |
|
1.000 |
122-230 |
|
0.618 |
122-193 |
|
HIGH |
122-132 |
|
0.618 |
122-095 |
|
0.500 |
122-084 |
|
0.382 |
122-072 |
|
LOW |
122-035 |
|
0.618 |
121-295 |
|
1.000 |
121-258 |
|
1.618 |
121-197 |
|
2.618 |
121-100 |
|
4.250 |
120-261 |
|
|
| Fisher Pivots for day following 09-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
122-110 |
122-109 |
| PP |
122-097 |
122-095 |
| S1 |
122-084 |
122-081 |
|