ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 15-Nov-2021
Day Change Summary
Previous Current
12-Nov-2021 15-Nov-2021 Change Change % Previous Week
Open 120-242 120-288 0-045 0.1% 121-260
High 121-012 121-018 0-005 0.0% 121-278
Low 120-242 120-248 0-005 0.0% 120-228
Close 120-285 120-258 -0-028 -0.1% 120-285
Range 0-090 0-090 0-000 0.0% 1-050
ATR 0-123 0-121 -0-002 -1.9% 0-000
Volume 7,184 24,395 17,211 239.6% 31,577
Daily Pivots for day following 15-Nov-2021
Classic Woodie Camarilla DeMark
R4 121-231 121-174 120-307
R3 121-141 121-084 120-282
R2 121-051 121-051 120-274
R1 120-314 120-314 120-266 120-298
PP 120-281 120-281 120-281 120-272
S1 120-224 120-224 120-249 120-208
S2 120-191 120-191 120-241
S3 120-101 120-134 120-233
S4 120-011 120-044 120-208
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
5 121-272 120-228 1-045 0.9% 0-124 0.3% 8% False False 10,537
10 121-300 120-228 1-072 1.0% 0-136 0.4% 8% False False 6,351
20 121-300 120-228 1-072 1.0% 0-114 0.3% 8% False False 3,213
Crabel Price Patterns
NR False
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 0-018
Fibonacci Retracements and Extensions
4.250 122-080
2.618 121-253
1.618 121-163
1.000 121-108
0.618 121-073
HIGH 121-018
0.618 120-303
0.500 120-292
0.382 120-282
LOW 120-248
0.618 120-192
1.000 120-158
1.618 120-102
2.618 120-012
4.250 119-185
Fisher Pivots for day following 15-Nov-2021
Pivot 1 day 3 day
R1 120-292 120-282
PP 120-281 120-274
S1 120-269 120-266

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

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