ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 18-Nov-2021
Day Change Summary
Previous Current
17-Nov-2021 18-Nov-2021 Change Change % Previous Week
Open 121-102 121-158 0-055 0.1% 122-128
High 121-170 121-192 0-022 0.1% 122-145
Low 121-085 121-125 0-040 0.1% 121-095
Close 121-152 121-175 0-022 0.1% 121-155
Range 0-085 0-068 -0-018 -20.6% 1-050
ATR 0-117 0-113 -0-004 -3.0% 0-000
Volume 777,142 735,841 -41,301 -5.3% 4,280,945
Daily Pivots for day following 18-Nov-2021
Classic Woodie Camarilla DeMark
R4 122-047 122-018 121-212
R3 121-299 121-271 121-194
R2 121-232 121-232 121-187
R1 121-203 121-203 121-181 121-218
PP 121-164 121-164 121-164 121-171
S1 121-136 121-136 121-169 121-150
S2 121-097 121-097 121-163
S3 121-029 121-068 121-156
S4 120-282 121-001 121-138
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
5 121-210 121-080 0-130 0.3% 0-087 0.2% 73% False False 786,764
10 122-165 121-080 1-085 1.0% 0-117 0.3% 23% False False 848,051
20 122-165 121-080 1-085 1.0% 0-120 0.3% 23% False False 1,010,441
40 123-042 121-080 1-282 1.5% 0-105 0.3% 16% False False 992,939
60 123-300 121-080 2-220 2.2% 0-096 0.2% 11% False False 954,067
80 124-168 121-080 3-088 2.7% 0-091 0.2% 9% False False 764,214
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 122-159
2.618 122-049
1.618 121-302
1.000 121-260
0.618 121-234
HIGH 121-192
0.618 121-167
0.500 121-159
0.382 121-151
LOW 121-125
0.618 121-083
1.000 121-058
1.618 121-016
2.618 120-268
4.250 120-158
Fisher Pivots for day following 18-Nov-2021
Pivot 1 day 3 day
R1 121-170 121-162
PP 121-164 121-149
S1 121-159 121-136

These figures are updated between 7pm and 10pm EST after a trading day.

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