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 |
|
|
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 |
|