ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 12-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-182 |
121-112 |
-0-070 |
-0.2% |
122-128 |
| High |
121-192 |
121-205 |
0-012 |
0.0% |
122-145 |
| Low |
121-095 |
121-108 |
0-012 |
0.0% |
121-095 |
| Close |
121-102 |
121-155 |
0-052 |
0.1% |
121-155 |
| Range |
0-098 |
0-098 |
0-000 |
0.0% |
1-050 |
| ATR |
0-125 |
0-124 |
-0-002 |
-1.3% |
0-000 |
| Volume |
305,247 |
867,676 |
562,429 |
184.3% |
4,280,945 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-128 |
122-079 |
121-209 |
|
| R3 |
122-031 |
121-302 |
121-182 |
|
| R2 |
121-253 |
121-253 |
121-173 |
|
| R1 |
121-204 |
121-204 |
121-164 |
121-229 |
| PP |
121-156 |
121-156 |
121-156 |
121-168 |
| S1 |
121-107 |
121-107 |
121-146 |
121-131 |
| S2 |
121-058 |
121-058 |
121-137 |
|
| S3 |
120-281 |
121-009 |
121-128 |
|
| S4 |
120-183 |
120-232 |
121-101 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-068 |
124-162 |
122-038 |
|
| R3 |
124-018 |
123-112 |
121-257 |
|
| R2 |
122-288 |
122-288 |
121-223 |
|
| R1 |
122-062 |
122-062 |
121-189 |
121-310 |
| PP |
121-238 |
121-238 |
121-238 |
121-202 |
| S1 |
121-012 |
121-012 |
121-121 |
120-260 |
| S2 |
120-188 |
120-188 |
121-087 |
|
| S3 |
119-138 |
119-282 |
121-053 |
|
| S4 |
118-088 |
118-232 |
120-272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-145 |
121-095 |
1-050 |
1.0% |
0-134 |
0.3% |
16% |
False |
False |
856,189 |
| 10 |
122-165 |
121-095 |
1-070 |
1.0% |
0-138 |
0.4% |
15% |
False |
False |
968,936 |
| 20 |
122-165 |
121-095 |
1-070 |
1.0% |
0-125 |
0.3% |
15% |
False |
False |
1,077,460 |
| 40 |
123-188 |
121-095 |
2-092 |
1.9% |
0-108 |
0.3% |
8% |
False |
False |
1,016,308 |
| 60 |
123-300 |
121-095 |
2-205 |
2.2% |
0-094 |
0.2% |
7% |
False |
False |
965,468 |
| 80 |
124-168 |
121-095 |
3-072 |
2.7% |
0-090 |
0.2% |
6% |
False |
False |
725,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-299 |
|
2.618 |
122-140 |
|
1.618 |
122-043 |
|
1.000 |
121-302 |
|
0.618 |
121-265 |
|
HIGH |
121-205 |
|
0.618 |
121-168 |
|
0.500 |
121-156 |
|
0.382 |
121-145 |
|
LOW |
121-108 |
|
0.618 |
121-047 |
|
1.000 |
121-010 |
|
1.618 |
120-270 |
|
2.618 |
120-172 |
|
4.250 |
120-013 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-156 |
121-256 |
| PP |
121-156 |
121-222 |
| S1 |
121-155 |
121-189 |
|