ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 12-Nov-2021
Day Change Summary
Previous Current
11-Nov-2021 12-Nov-2021 Change Change % Previous Week
Open 121-002 120-242 -0-080 -0.2% 121-260
High 121-002 121-012 0-010 0.0% 121-278
Low 120-228 120-242 0-015 0.0% 120-228
Close 120-230 120-285 0-055 0.1% 120-285
Range 0-095 0-090 -0-005 -5.3% 1-050
ATR 0-125 0-123 -0-002 -1.3% 0-000
Volume 1,873 7,184 5,311 283.6% 31,577
Daily Pivots for day following 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 121-237 121-191 121-014
R3 121-147 121-101 120-310
R2 121-057 121-057 120-302
R1 121-011 121-011 120-293 121-034
PP 120-287 120-287 120-287 120-298
S1 120-241 120-241 120-277 120-264
S2 120-197 120-197 120-268
S3 120-107 120-151 120-260
S4 120-017 120-061 120-236
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 124-200 123-292 121-168
R3 123-150 122-242 121-067
R2 122-100 122-100 121-033
R1 121-192 121-192 120-319 121-121
PP 121-050 121-050 121-050 121-014
S1 120-142 120-142 120-251 120-071
S2 120-000 120-000 120-217
S3 118-270 119-092 120-183
S4 117-220 118-042 120-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-278 120-228 1-050 1.0% 0-130 0.3% 16% False False 6,315
10 121-300 120-228 1-072 1.0% 0-136 0.4% 15% False False 3,944
20 121-300 120-228 1-072 1.0% 0-112 0.3% 15% False False 1,993
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 9 trading days
Fibonacci Retracements and Extensions
4.250 122-075
2.618 121-248
1.618 121-158
1.000 121-102
0.618 121-068
HIGH 121-012
0.618 120-298
0.500 120-288
0.382 120-277
LOW 120-242
0.618 120-187
1.000 120-152
1.618 120-097
2.618 120-007
4.250 119-180
Fisher Pivots for day following 12-Nov-2021
Pivot 1 day 3 day
R1 120-288 121-065
PP 120-287 121-032
S1 120-286 120-318

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

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