ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 23-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-165 |
121-012 |
-0-152 |
-0.4% |
121-170 |
| High |
121-170 |
121-048 |
-0-122 |
-0.3% |
121-302 |
| Low |
121-002 |
120-278 |
-0-045 |
-0.1% |
121-080 |
| Close |
121-025 |
121-025 |
0-000 |
0.0% |
121-200 |
| Range |
0-168 |
0-090 |
-0-078 |
-46.3% |
0-222 |
| ATR |
0-122 |
0-120 |
-0-002 |
-1.9% |
0-000 |
| Volume |
2,130,420 |
3,178,382 |
1,047,962 |
49.2% |
4,485,928 |
|
| Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-280 |
121-242 |
121-074 |
|
| R3 |
121-190 |
121-152 |
121-050 |
|
| R2 |
121-100 |
121-100 |
121-042 |
|
| R1 |
121-062 |
121-062 |
121-033 |
121-081 |
| PP |
121-010 |
121-010 |
121-010 |
121-019 |
| S1 |
120-292 |
120-292 |
121-017 |
120-311 |
| S2 |
120-240 |
120-240 |
121-008 |
|
| S3 |
120-150 |
120-202 |
121-000 |
|
| S4 |
120-060 |
120-112 |
120-296 |
|
|
| 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 |
120-278 |
1-025 |
0.9% |
0-114 |
0.3% |
20% |
False |
True |
1,648,313 |
| 10 |
122-098 |
120-278 |
1-140 |
1.2% |
0-120 |
0.3% |
15% |
False |
True |
1,244,034 |
| 20 |
122-165 |
120-278 |
1-208 |
1.4% |
0-128 |
0.3% |
13% |
False |
True |
1,206,978 |
| 40 |
123-042 |
120-278 |
2-085 |
1.9% |
0-110 |
0.3% |
9% |
False |
True |
1,080,469 |
| 60 |
123-300 |
120-278 |
3-022 |
2.5% |
0-099 |
0.3% |
7% |
False |
True |
1,004,685 |
| 80 |
124-168 |
120-278 |
3-210 |
3.0% |
0-094 |
0.2% |
6% |
False |
True |
847,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-110 |
|
2.618 |
121-283 |
|
1.618 |
121-193 |
|
1.000 |
121-138 |
|
0.618 |
121-103 |
|
HIGH |
121-048 |
|
0.618 |
121-013 |
|
0.500 |
121-002 |
|
0.382 |
120-312 |
|
LOW |
120-278 |
|
0.618 |
120-222 |
|
1.000 |
120-188 |
|
1.618 |
120-132 |
|
2.618 |
120-042 |
|
4.250 |
119-215 |
|
|
| Fisher Pivots for day following 23-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-018 |
121-130 |
| PP |
121-010 |
121-095 |
| S1 |
121-002 |
121-060 |
|