ECBOT 10 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 129-265 130-135 0-190 0.5% 129-260
High 130-195 131-050 0-175 0.4% 131-050
Low 129-240 130-080 0-160 0.4% 129-190
Close 130-165 131-015 0-170 0.4% 131-015
Range 0-275 0-290 0-015 5.5% 1-180
ATR 0-172 0-181 0-008 4.9% 0-000
Volume 5,785 9,092 3,307 57.2% 36,901
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 133-172 133-063 131-174
R3 132-202 132-093 131-095
R2 131-232 131-232 131-068
R1 131-123 131-123 131-042 131-178
PP 130-262 130-262 130-262 130-289
S1 130-153 130-153 130-308 130-208
S2 129-292 129-292 130-282
S3 129-002 129-183 130-255
S4 128-032 128-213 130-176
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 135-092 134-233 131-290
R3 133-232 133-053 131-152
R2 132-052 132-052 131-107
R1 131-193 131-193 131-061 131-282
PP 130-192 130-192 130-192 130-236
S1 130-013 130-013 130-289 130-102
S2 129-012 129-012 130-243
S3 127-152 128-153 130-198
S4 125-292 126-293 130-060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-050 129-190 1-180 1.2% 0-213 0.5% 93% True False 7,380
10 131-050 129-120 1-250 1.4% 0-188 0.4% 94% True False 6,195
20 131-050 129-035 2-015 1.6% 0-168 0.4% 95% True False 3,597
40 132-260 129-035 3-225 2.8% 0-150 0.4% 52% False False 1,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 135-002
2.618 133-169
1.618 132-199
1.000 132-020
0.618 131-229
HIGH 131-050
0.618 130-259
0.500 130-225
0.382 130-191
LOW 130-080
0.618 129-221
1.000 129-110
1.618 128-251
2.618 127-281
4.250 126-128
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 130-298 130-270
PP 130-262 130-205
S1 130-225 130-140

These figures are updated between 7pm and 10pm EST after a trading day.

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