ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 11-Nov-2021
Day Change Summary
Previous Current
10-Nov-2021 11-Nov-2021 Change Change % Previous Week
Open 121-215 121-002 -0-212 -0.5% 120-302
High 121-222 121-002 -0-220 -0.6% 121-300
Low 120-298 120-228 -0-070 -0.2% 120-288
Close 121-005 120-230 -0-095 -0.2% 121-282
Range 0-245 0-095 -0-150 -61.2% 1-012
ATR 0-127 0-125 -0-002 -1.7% 0-000
Volume 16,356 1,873 -14,483 -88.5% 7,866
Daily Pivots for day following 11-Nov-2021
Classic Woodie Camarilla DeMark
R4 121-225 121-162 120-282
R3 121-130 121-068 120-256
R2 121-035 121-035 120-247
R1 120-292 120-292 120-239 120-276
PP 120-260 120-260 120-260 120-252
S1 120-198 120-198 120-221 120-181
S2 120-165 120-165 120-213
S3 120-070 120-102 120-204
S4 119-295 120-008 120-178
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
5 121-300 120-228 1-072 1.0% 0-146 0.4% 1% False True 5,556
10 121-300 120-228 1-072 1.0% 0-142 0.4% 1% False True 3,249
20 121-300 120-228 1-072 1.0% 0-111 0.3% 1% False True 1,634
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 122-086
2.618 121-251
1.618 121-156
1.000 121-098
0.618 121-061
HIGH 121-002
0.618 120-286
0.500 120-275
0.382 120-264
LOW 120-228
0.618 120-169
1.000 120-132
1.618 120-074
2.618 119-299
4.250 119-144
Fisher Pivots for day following 11-Nov-2021
Pivot 1 day 3 day
R1 120-275 121-090
PP 120-260 121-030
S1 120-245 120-290

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

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