ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 121-032 121-055 0-022 0.1% 120-310
High 121-132 121-218 0-085 0.2% 121-102
Low 120-308 121-040 0-052 0.1% 120-238
Close 121-048 121-200 0-152 0.4% 121-032
Range 0-145 0-178 0-032 22.4% 0-185
ATR 0-106 0-111 0-005 4.9% 0-000
Volume 1,836 1,549 -287 -15.6% 421
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 123-045 122-300 121-298
R3 122-188 122-122 121-249
R2 122-010 122-010 121-233
R1 121-265 121-265 121-216 121-298
PP 121-152 121-152 121-152 121-169
S1 121-088 121-088 121-184 121-120
S2 120-295 120-295 121-167
S3 120-118 120-230 121-151
S4 119-260 120-052 121-102
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
5 121-218 120-238 0-300 0.8% 0-137 0.4% 94% True False 941
10 121-218 120-238 0-300 0.8% 0-116 0.3% 94% True False 489
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 0-016
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 124-012
2.618 123-042
1.618 122-185
1.000 122-075
0.618 122-007
HIGH 121-218
0.618 121-150
0.500 121-129
0.382 121-108
LOW 121-040
0.618 120-250
1.000 120-182
1.618 120-073
2.618 119-215
4.250 118-246
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 121-176 121-168
PP 121-152 121-135
S1 121-129 121-102

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

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