ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 17-Nov-2021
Day Change Summary
Previous Current
16-Nov-2021 17-Nov-2021 Change Change % Previous Week
Open 120-258 120-232 -0-025 -0.1% 121-260
High 120-298 120-298 0-000 0.0% 121-278
Low 120-210 120-215 0-005 0.0% 120-228
Close 120-238 120-282 0-045 0.1% 120-285
Range 0-088 0-082 -0-005 -5.7% 1-050
ATR 0-118 0-116 -0-003 -2.2% 0-000
Volume 68,817 62,425 -6,392 -9.3% 31,577
Daily Pivots for day following 17-Nov-2021
Classic Woodie Camarilla DeMark
R4 121-192 121-160 121-008
R3 121-110 121-078 120-305
R2 121-028 121-028 120-298
R1 120-315 120-315 120-290 121-011
PP 120-265 120-265 120-265 120-273
S1 120-232 120-232 120-275 120-249
S2 120-182 120-182 120-267
S3 120-100 120-150 120-260
S4 120-018 120-068 120-237
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
5 121-018 120-210 0-128 0.3% 0-089 0.2% 57% False False 32,938
10 121-300 120-210 1-090 1.1% 0-126 0.3% 18% False False 19,215
20 121-300 120-210 1-090 1.1% 0-116 0.3% 18% False False 9,775
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 122-008
2.618 121-193
1.618 121-111
1.000 121-060
0.618 121-028
HIGH 120-298
0.618 120-266
0.500 120-256
0.382 120-247
LOW 120-215
0.618 120-164
1.000 120-132
1.618 120-082
2.618 119-319
4.250 119-184
Fisher Pivots for day following 17-Nov-2021
Pivot 1 day 3 day
R1 120-274 120-280
PP 120-265 120-277
S1 120-256 120-274

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

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