ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 16-Nov-2021
Day Change Summary
Previous Current
15-Nov-2021 16-Nov-2021 Change Change % Previous Week
Open 120-288 120-258 -0-030 -0.1% 121-260
High 121-018 120-298 -0-040 -0.1% 121-278
Low 120-248 120-210 -0-038 -0.1% 120-228
Close 120-258 120-238 -0-020 -0.1% 120-285
Range 0-090 0-088 -0-002 -2.8% 1-050
ATR 0-121 0-118 -0-002 -2.0% 0-000
Volume 24,395 68,817 44,422 182.1% 31,577
Daily Pivots for day following 16-Nov-2021
Classic Woodie Camarilla DeMark
R4 121-191 121-142 120-286
R3 121-103 121-054 120-262
R2 121-016 121-016 120-254
R1 120-287 120-287 120-246 120-268
PP 120-248 120-248 120-248 120-239
S1 120-199 120-199 120-229 120-180
S2 120-161 120-161 120-221
S3 120-073 120-112 120-213
S4 119-306 120-024 120-189
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
5 121-222 120-210 1-012 0.9% 0-122 0.3% 8% False True 23,725
10 121-300 120-210 1-090 1.1% 0-132 0.3% 7% False True 13,156
20 121-300 120-210 1-090 1.1% 0-116 0.3% 7% False True 6,654
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 0-022
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 122-029
2.618 121-207
1.618 121-119
1.000 121-065
0.618 121-032
HIGH 120-298
0.618 120-264
0.500 120-254
0.382 120-243
LOW 120-210
0.618 120-156
1.000 120-122
1.618 120-068
2.618 119-301
4.250 119-158
Fisher Pivots for day following 16-Nov-2021
Pivot 1 day 3 day
R1 120-254 120-274
PP 120-248 120-262
S1 120-243 120-250

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

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