ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 22-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-172 |
121-165 |
-0-008 |
0.0% |
121-170 |
| High |
121-302 |
121-170 |
-0-132 |
-0.3% |
121-302 |
| Low |
121-145 |
121-002 |
-0-142 |
-0.4% |
121-080 |
| Close |
121-200 |
121-025 |
-0-175 |
-0.4% |
121-200 |
| Range |
0-158 |
0-168 |
0-010 |
6.3% |
0-222 |
| ATR |
0-117 |
0-122 |
0-006 |
5.0% |
0-000 |
| Volume |
1,419,781 |
2,130,420 |
710,639 |
50.1% |
4,485,928 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-248 |
122-144 |
121-117 |
|
| R3 |
122-081 |
121-297 |
121-071 |
|
| R2 |
121-233 |
121-233 |
121-056 |
|
| R1 |
121-129 |
121-129 |
121-040 |
121-098 |
| PP |
121-066 |
121-066 |
121-066 |
121-050 |
| S1 |
120-282 |
120-282 |
121-010 |
120-250 |
| S2 |
120-218 |
120-218 |
120-314 |
|
| S3 |
120-051 |
120-114 |
120-299 |
|
| S4 |
119-203 |
119-267 |
120-253 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-222 |
123-113 |
122-002 |
|
| R3 |
122-319 |
122-211 |
121-261 |
|
| R2 |
122-097 |
122-097 |
121-241 |
|
| R1 |
121-308 |
121-308 |
121-220 |
122-042 |
| PP |
121-194 |
121-194 |
121-194 |
121-221 |
| S1 |
121-086 |
121-086 |
121-180 |
121-140 |
| S2 |
120-292 |
120-292 |
121-159 |
|
| S3 |
120-069 |
120-183 |
121-139 |
|
| S4 |
119-167 |
119-281 |
121-078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-302 |
121-002 |
0-300 |
0.8% |
0-114 |
0.3% |
8% |
False |
True |
1,173,041 |
| 10 |
122-132 |
121-002 |
1-130 |
1.2% |
0-121 |
0.3% |
5% |
False |
True |
1,017,143 |
| 20 |
122-165 |
121-002 |
1-162 |
1.2% |
0-127 |
0.3% |
5% |
False |
True |
1,084,780 |
| 40 |
123-042 |
121-002 |
2-040 |
1.8% |
0-110 |
0.3% |
3% |
False |
True |
1,033,517 |
| 60 |
123-300 |
121-002 |
2-298 |
2.4% |
0-098 |
0.3% |
2% |
False |
True |
963,409 |
| 80 |
124-168 |
121-002 |
3-165 |
2.9% |
0-094 |
0.2% |
2% |
False |
True |
808,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-242 |
|
2.618 |
122-289 |
|
1.618 |
122-121 |
|
1.000 |
122-018 |
|
0.618 |
121-274 |
|
HIGH |
121-170 |
|
0.618 |
121-106 |
|
0.500 |
121-086 |
|
0.382 |
121-066 |
|
LOW |
121-002 |
|
0.618 |
120-219 |
|
1.000 |
120-155 |
|
1.618 |
120-051 |
|
2.618 |
119-204 |
|
4.250 |
118-251 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-086 |
121-152 |
| PP |
121-066 |
121-110 |
| S1 |
121-045 |
121-068 |
|