ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 11-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
122-092 |
121-182 |
-0-230 |
-0.6% |
121-222 |
| High |
122-098 |
121-192 |
-0-225 |
-0.6% |
122-165 |
| Low |
121-162 |
121-095 |
-0-068 |
-0.2% |
121-175 |
| Close |
121-198 |
121-102 |
-0-095 |
-0.2% |
122-145 |
| Range |
0-255 |
0-098 |
-0-158 |
-61.8% |
0-310 |
| ATR |
0-127 |
0-125 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,472,691 |
305,247 |
-1,167,444 |
-79.3% |
5,408,416 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-102 |
122-040 |
121-156 |
|
| R3 |
122-005 |
121-262 |
121-129 |
|
| R2 |
121-228 |
121-228 |
121-120 |
|
| R1 |
121-165 |
121-165 |
121-111 |
121-148 |
| PP |
121-130 |
121-130 |
121-130 |
121-121 |
| S1 |
121-068 |
121-068 |
121-094 |
121-050 |
| S2 |
121-032 |
121-032 |
121-085 |
|
| S3 |
120-255 |
120-290 |
121-076 |
|
| S4 |
120-158 |
120-192 |
121-049 |
|
|
| 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 |
121-095 |
1-070 |
1.0% |
0-148 |
0.4% |
2% |
False |
True |
909,339 |
| 10 |
122-165 |
121-095 |
1-070 |
1.0% |
0-143 |
0.4% |
2% |
False |
True |
1,041,532 |
| 20 |
122-165 |
121-095 |
1-070 |
1.0% |
0-126 |
0.3% |
2% |
False |
True |
1,086,371 |
| 40 |
123-188 |
121-095 |
2-092 |
1.9% |
0-107 |
0.3% |
1% |
False |
True |
1,016,146 |
| 60 |
123-300 |
121-095 |
2-205 |
2.2% |
0-094 |
0.2% |
1% |
False |
True |
951,516 |
| 80 |
124-168 |
121-095 |
3-072 |
2.7% |
0-090 |
0.2% |
1% |
False |
True |
715,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-287 |
|
2.618 |
122-128 |
|
1.618 |
122-030 |
|
1.000 |
121-290 |
|
0.618 |
121-253 |
|
HIGH |
121-192 |
|
0.618 |
121-155 |
|
0.500 |
121-144 |
|
0.382 |
121-132 |
|
LOW |
121-095 |
|
0.618 |
121-035 |
|
1.000 |
120-318 |
|
1.618 |
120-257 |
|
2.618 |
120-160 |
|
4.250 |
120-001 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-144 |
121-274 |
| PP |
121-130 |
121-217 |
| S1 |
121-116 |
121-160 |
|