ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 121-055 121-160 0-105 0.3% 120-302
High 121-218 121-300 0-082 0.2% 121-300
Low 121-040 121-130 0-090 0.2% 120-288
Close 121-200 121-282 0-082 0.2% 121-282
Range 0-178 0-170 -0-008 -4.2% 1-012
ATR 0-111 0-115 0-004 3.8% 0-000
Volume 1,549 3,390 1,841 118.9% 7,866
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 123-108 123-045 122-056
R3 122-258 122-195 122-009
R2 122-088 122-088 121-314
R1 122-025 122-025 121-298 122-056
PP 121-238 121-238 121-238 121-253
S1 121-175 121-175 121-267 121-206
S2 121-068 121-068 121-251
S3 120-218 121-005 121-236
S4 120-048 120-155 121-189
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 124-221 124-104 122-145
R3 123-208 123-092 122-054
R2 122-196 122-196 122-023
R1 122-079 122-079 121-313 122-138
PP 121-183 121-183 121-183 121-212
S1 121-067 121-067 121-252 121-125
S2 120-171 120-171 121-222
S3 119-158 120-054 121-191
S4 118-146 119-042 121-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-300 120-288 1-012 0.9% 0-142 0.4% 95% True False 1,573
10 121-300 120-238 1-062 1.0% 0-125 0.3% 95% True False 828
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 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-062
2.618 123-105
1.618 122-255
1.000 122-150
0.618 122-085
HIGH 121-300
0.618 121-235
0.500 121-215
0.382 121-195
LOW 121-130
0.618 121-025
1.000 120-280
1.618 120-175
2.618 120-005
4.250 119-048
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 121-260 121-236
PP 121-238 121-190
S1 121-215 121-144

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

View Archives - Comment on this page... - Back to Index of Symbols