ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 26-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
121-015 |
120-318 |
-0-018 |
0.0% |
121-165 |
| High |
121-078 |
121-310 |
0-232 |
0.6% |
121-310 |
| Low |
120-272 |
120-292 |
0-020 |
0.1% |
120-272 |
| Close |
120-318 |
121-255 |
0-258 |
0.7% |
121-255 |
| Range |
0-125 |
1-018 |
0-212 |
170.0% |
1-038 |
| ATR |
0-120 |
0-136 |
0-016 |
12.9% |
0-000 |
| Volume |
2,053,763 |
1,431,458 |
-622,305 |
-30.3% |
8,794,023 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-232 |
124-101 |
122-121 |
|
| R3 |
123-214 |
123-083 |
122-028 |
|
| R2 |
122-197 |
122-197 |
121-317 |
|
| R1 |
122-066 |
122-066 |
121-286 |
122-131 |
| PP |
121-179 |
121-179 |
121-179 |
121-212 |
| S1 |
121-048 |
121-048 |
121-224 |
121-114 |
| S2 |
120-162 |
120-162 |
121-193 |
|
| S3 |
119-144 |
120-031 |
121-162 |
|
| S4 |
118-127 |
119-013 |
121-069 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-285 |
124-148 |
122-132 |
|
| R3 |
123-248 |
123-110 |
122-033 |
|
| R2 |
122-210 |
122-210 |
122-001 |
|
| R1 |
122-072 |
122-072 |
121-288 |
122-141 |
| PP |
121-172 |
121-172 |
121-172 |
121-207 |
| S1 |
121-035 |
121-035 |
121-222 |
121-104 |
| S2 |
120-135 |
120-135 |
121-189 |
|
| S3 |
119-098 |
119-318 |
121-157 |
|
| S4 |
118-060 |
118-280 |
121-058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-310 |
120-272 |
1-038 |
0.9% |
0-176 |
0.5% |
85% |
True |
False |
2,042,760 |
| 10 |
121-310 |
120-272 |
1-038 |
0.9% |
0-131 |
0.3% |
85% |
True |
False |
1,414,762 |
| 20 |
122-165 |
120-272 |
1-212 |
1.4% |
0-137 |
0.4% |
57% |
False |
False |
1,228,147 |
| 40 |
123-042 |
120-272 |
2-090 |
1.9% |
0-117 |
0.3% |
41% |
False |
False |
1,114,992 |
| 60 |
123-300 |
120-272 |
3-028 |
2.5% |
0-105 |
0.3% |
31% |
False |
False |
1,031,495 |
| 80 |
124-042 |
120-272 |
3-090 |
2.7% |
0-097 |
0.2% |
29% |
False |
False |
891,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-144 |
|
2.618 |
124-234 |
|
1.618 |
123-216 |
|
1.000 |
123-008 |
|
0.618 |
122-199 |
|
HIGH |
121-310 |
|
0.618 |
121-181 |
|
0.500 |
121-141 |
|
0.382 |
121-101 |
|
LOW |
120-292 |
|
0.618 |
120-084 |
|
1.000 |
119-275 |
|
1.618 |
119-066 |
|
2.618 |
118-049 |
|
4.250 |
116-138 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-217 |
121-214 |
| PP |
121-179 |
121-172 |
| S1 |
121-141 |
121-131 |
|