ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 28-Oct-2021
Day Change Summary
Previous Current
27-Oct-2021 28-Oct-2021 Change Change % Previous Week
Open 121-100 120-315 -0-105 -0.3% 121-025
High 121-100 121-102 0-002 0.0% 121-110
Low 120-288 120-298 0-010 0.0% 120-245
Close 121-092 121-028 -0-065 -0.2% 120-310
Range 0-132 0-125 -0-008 -5.7% 0-185
ATR
Volume 25 152 127 508.0% 9
Daily Pivots for day following 28-Oct-2021
Classic Woodie Camarilla DeMark
R4 122-091 122-024 121-096
R3 121-286 121-219 121-062
R2 121-161 121-161 121-050
R1 121-094 121-094 121-039 121-128
PP 121-036 121-036 121-036 121-052
S1 120-289 120-289 121-016 121-002
S2 120-231 120-231 121-005
S3 120-106 120-164 120-313
S4 119-301 120-039 120-279
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 122-243 122-142 121-092
R3 122-058 121-277 121-041
R2 121-193 121-193 121-024
R1 121-092 121-092 121-007 121-050
PP 121-008 121-008 121-008 120-308
S1 120-227 120-227 120-293 120-185
S2 120-143 120-143 120-276
S3 119-278 120-042 120-259
S4 119-093 119-177 120-208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-102 120-245 0-178 0.5% 0-094 0.2% 58% True False 38
10 121-195 120-245 0-270 0.7% 0-080 0.2% 38% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-314
2.618 122-110
1.618 121-305
1.000 121-228
0.618 121-180
HIGH 121-102
0.618 121-055
0.500 121-040
0.382 121-025
LOW 120-298
0.618 120-220
1.000 120-172
1.618 120-095
2.618 119-290
4.250 119-086
Fisher Pivots for day following 28-Oct-2021
Pivot 1 day 3 day
R1 121-040 121-035
PP 121-036 121-032
S1 121-032 121-030

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

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