ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 01-Nov-2021
Day Change Summary
Previous Current
29-Oct-2021 01-Nov-2021 Change Change % Previous Week
Open 120-248 120-302 0-055 0.1% 120-310
High 121-062 121-052 -0-010 0.0% 121-102
Low 120-238 120-288 0-050 0.1% 120-238
Close 121-032 121-020 -0-012 0.0% 121-032
Range 0-145 0-085 -0-060 -41.4% 0-185
ATR
Volume 231 321 90 39.0% 421
Daily Pivots for day following 01-Nov-2021
Classic Woodie Camarilla DeMark
R4 121-268 121-229 121-067
R3 121-183 121-144 121-043
R2 121-098 121-098 121-036
R1 121-059 121-059 121-028 121-079
PP 121-013 121-013 121-013 121-023
S1 120-294 120-294 121-012 120-314
S2 120-248 120-248 121-004
S3 120-163 120-209 120-317
S4 120-078 120-124 120-293
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 122-252 122-168 121-134
R3 122-068 121-302 121-083
R2 121-202 121-202 121-066
R1 121-118 121-118 121-049 121-160
PP 121-018 121-018 121-018 121-039
S1 120-252 120-252 121-016 120-295
S2 120-152 120-152 120-319
S3 119-288 120-068 120-302
S4 119-102 119-202 120-251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-102 120-238 0-185 0.5% 0-108 0.3% 55% False False 146
10 121-110 120-238 0-192 0.5% 0-092 0.2% 53% False False 74
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-094
2.618 121-275
1.618 121-190
1.000 121-138
0.618 121-105
HIGH 121-052
0.618 121-020
0.500 121-010
0.382 121-000
LOW 120-288
0.618 120-235
1.000 120-202
1.618 120-150
2.618 120-065
4.250 119-246
Fisher Pivots for day following 01-Nov-2021
Pivot 1 day 3 day
R1 121-017 121-017
PP 121-013 121-013
S1 121-010 121-010

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

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