ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 03-Nov-2021
Day Change Summary
Previous Current
02-Nov-2021 03-Nov-2021 Change Change % Previous Week
Open 121-025 121-032 0-008 0.0% 120-310
High 121-152 121-132 -0-020 -0.1% 121-102
Low 121-020 120-308 -0-032 -0.1% 120-238
Close 121-112 121-048 -0-065 -0.2% 121-032
Range 0-132 0-145 0-012 9.4% 0-185
ATR 0-102 0-106 0-003 3.0% 0-000
Volume 770 1,836 1,066 138.4% 421
Daily Pivots for day following 03-Nov-2021
Classic Woodie Camarilla DeMark
R4 122-171 122-094 121-127
R3 122-026 121-269 121-087
R2 121-201 121-201 121-074
R1 121-124 121-124 121-061 121-162
PP 121-056 121-056 121-056 121-075
S1 120-299 120-299 121-034 121-018
S2 120-231 120-231 121-021
S3 120-086 120-154 121-008
S4 119-261 120-009 120-288
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% 0-126 0.3% 55% False False 662
10 121-152 120-238 0-235 0.6% 0-106 0.3% 55% False False 335
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 0-014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-109
2.618 122-192
1.618 122-047
1.000 121-278
0.618 121-222
HIGH 121-132
0.618 121-077
0.500 121-060
0.382 121-043
LOW 120-308
0.618 120-218
1.000 120-162
1.618 120-073
2.618 119-248
4.250 119-011
Fisher Pivots for day following 03-Nov-2021
Pivot 1 day 3 day
R1 121-060 121-060
PP 121-056 121-056
S1 121-052 121-052

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

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