ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-012 |
121-015 |
0-002 |
0.0% |
121-170 |
| High |
121-048 |
121-078 |
0-030 |
0.1% |
121-302 |
| Low |
120-278 |
120-272 |
-0-005 |
0.0% |
121-080 |
| Close |
121-025 |
120-318 |
-0-028 |
-0.1% |
121-200 |
| Range |
0-090 |
0-125 |
0-035 |
38.9% |
0-222 |
| ATR |
0-120 |
0-120 |
0-000 |
0.3% |
0-000 |
| Volume |
3,178,382 |
2,053,763 |
-1,124,619 |
-35.4% |
4,485,928 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-064 |
121-316 |
121-066 |
|
| R3 |
121-259 |
121-191 |
121-032 |
|
| R2 |
121-134 |
121-134 |
121-020 |
|
| R1 |
121-066 |
121-066 |
121-009 |
121-038 |
| PP |
121-009 |
121-009 |
121-009 |
120-315 |
| S1 |
120-261 |
120-261 |
120-306 |
120-232 |
| S2 |
120-204 |
120-204 |
120-295 |
|
| S3 |
120-079 |
120-136 |
120-283 |
|
| S4 |
119-274 |
120-011 |
120-249 |
|
|
| 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 |
120-272 |
1-030 |
0.9% |
0-122 |
0.3% |
13% |
False |
True |
1,903,637 |
| 10 |
121-302 |
120-272 |
1-030 |
0.9% |
0-107 |
0.3% |
13% |
False |
True |
1,302,141 |
| 20 |
122-165 |
120-272 |
1-212 |
1.4% |
0-127 |
0.3% |
8% |
False |
True |
1,233,163 |
| 40 |
123-042 |
120-272 |
2-090 |
1.9% |
0-111 |
0.3% |
6% |
False |
True |
1,106,696 |
| 60 |
123-300 |
120-272 |
3-028 |
2.6% |
0-100 |
0.3% |
5% |
False |
True |
1,021,245 |
| 80 |
124-168 |
120-272 |
3-215 |
3.0% |
0-095 |
0.2% |
4% |
False |
True |
873,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-289 |
|
2.618 |
122-085 |
|
1.618 |
121-280 |
|
1.000 |
121-202 |
|
0.618 |
121-155 |
|
HIGH |
121-078 |
|
0.618 |
121-030 |
|
0.500 |
121-015 |
|
0.382 |
121-000 |
|
LOW |
120-272 |
|
0.618 |
120-195 |
|
1.000 |
120-148 |
|
1.618 |
120-070 |
|
2.618 |
119-265 |
|
4.250 |
119-061 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-015 |
121-061 |
| PP |
121-009 |
121-040 |
| S1 |
121-003 |
121-019 |
|