ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 02-Nov-2021
Day Change Summary
Previous Current
01-Nov-2021 02-Nov-2021 Change Change % Previous Week
Open 120-302 121-025 0-042 0.1% 120-310
High 121-052 121-152 0-100 0.3% 121-102
Low 120-288 121-020 0-052 0.1% 120-238
Close 121-020 121-112 0-092 0.2% 121-032
Range 0-085 0-132 0-048 55.9% 0-185
ATR 0-000 0-102 0-102 0-000
Volume 321 770 449 139.9% 421
Daily Pivots for day following 02-Nov-2021
Classic Woodie Camarilla DeMark
R4 122-172 122-115 121-185
R3 122-040 121-302 121-149
R2 121-228 121-228 121-137
R1 121-170 121-170 121-125 121-199
PP 121-095 121-095 121-095 121-109
S1 121-038 121-038 121-100 121-066
S2 120-282 120-282 121-088
S3 120-150 120-225 121-076
S4 120-018 120-092 121-040
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
5 121-152 120-238 0-235 0.6% 0-124 0.3% 83% True False 299
10 121-152 120-238 0-235 0.6% 0-100 0.3% 83% True False 151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-076
2.618 122-179
1.618 122-047
1.000 121-285
0.618 121-234
HIGH 121-152
0.618 121-102
0.500 121-086
0.382 121-071
LOW 121-020
0.618 120-258
1.000 120-208
1.618 120-126
2.618 119-313
4.250 119-097
Fisher Pivots for day following 02-Nov-2021
Pivot 1 day 3 day
R1 121-104 121-087
PP 121-095 121-061
S1 121-086 121-035

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

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