ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 16-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-170 |
121-128 |
-0-042 |
-0.1% |
122-128 |
| High |
121-210 |
121-172 |
-0-038 |
-0.1% |
122-145 |
| Low |
121-118 |
121-080 |
-0-038 |
-0.1% |
121-095 |
| Close |
121-130 |
121-110 |
-0-020 |
-0.1% |
121-155 |
| Range |
0-092 |
0-092 |
0-000 |
0.0% |
1-050 |
| ATR |
0-121 |
0-119 |
-0-002 |
-1.7% |
0-000 |
| Volume |
751,143 |
802,021 |
50,878 |
6.8% |
4,280,945 |
|
| Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-078 |
122-027 |
121-161 |
|
| R3 |
121-306 |
121-254 |
121-135 |
|
| R2 |
121-213 |
121-213 |
121-127 |
|
| R1 |
121-162 |
121-162 |
121-118 |
121-141 |
| PP |
121-121 |
121-121 |
121-121 |
121-111 |
| S1 |
121-069 |
121-069 |
121-102 |
121-049 |
| S2 |
121-028 |
121-028 |
121-093 |
|
| S3 |
120-256 |
120-297 |
121-085 |
|
| S4 |
120-163 |
120-204 |
121-059 |
|
|
| 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 |
122-098 |
121-080 |
1-018 |
0.9% |
0-127 |
0.3% |
9% |
False |
True |
839,755 |
| 10 |
122-165 |
121-080 |
1-085 |
1.0% |
0-135 |
0.3% |
7% |
False |
True |
936,693 |
| 20 |
122-165 |
121-080 |
1-085 |
1.0% |
0-125 |
0.3% |
7% |
False |
True |
1,037,036 |
| 40 |
123-170 |
121-080 |
2-090 |
1.9% |
0-108 |
0.3% |
4% |
False |
True |
1,017,932 |
| 60 |
123-300 |
121-080 |
2-220 |
2.2% |
0-095 |
0.2% |
3% |
False |
True |
980,169 |
| 80 |
124-168 |
121-080 |
3-088 |
2.7% |
0-091 |
0.2% |
3% |
False |
True |
745,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-246 |
|
2.618 |
122-095 |
|
1.618 |
122-002 |
|
1.000 |
121-265 |
|
0.618 |
121-230 |
|
HIGH |
121-172 |
|
0.618 |
121-137 |
|
0.500 |
121-126 |
|
0.382 |
121-115 |
|
LOW |
121-080 |
|
0.618 |
121-023 |
|
1.000 |
120-308 |
|
1.618 |
120-250 |
|
2.618 |
120-158 |
|
4.250 |
120-007 |
|
|
| Fisher Pivots for day following 16-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-126 |
121-145 |
| PP |
121-121 |
121-133 |
| S1 |
121-115 |
121-122 |
|