ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 18-Nov-2021
Day Change Summary
Previous Current
17-Nov-2021 18-Nov-2021 Change Change % Previous Week
Open 120-232 120-285 0-052 0.1% 121-260
High 120-298 121-008 0-030 0.1% 121-278
Low 120-215 120-255 0-040 0.1% 120-228
Close 120-282 120-308 0-025 0.1% 120-285
Range 0-082 0-072 -0-010 -12.1% 1-050
ATR 0-116 0-113 -0-003 -2.7% 0-000
Volume 62,425 125,403 62,978 100.9% 31,577
Daily Pivots for day following 18-Nov-2021
Classic Woodie Camarilla DeMark
R4 121-194 121-163 121-027
R3 121-122 121-091 121-007
R2 121-049 121-049 121-001
R1 121-018 121-018 120-314 121-034
PP 120-297 120-297 120-297 120-304
S1 120-266 120-266 120-301 120-281
S2 120-224 120-224 120-294
S3 120-152 120-193 120-288
S4 120-079 120-121 120-268
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% 0-084 0.2% 76% False False 57,644
10 121-300 120-210 1-090 1.1% 0-115 0.3% 24% False False 31,600
20 121-300 120-210 1-090 1.1% 0-115 0.3% 24% False False 16,045
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 0-020
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 121-316
2.618 121-197
1.618 121-125
1.000 121-080
0.618 121-052
HIGH 121-008
0.618 120-300
0.500 120-291
0.382 120-283
LOW 120-255
0.618 120-210
1.000 120-182
1.618 120-138
2.618 120-065
4.250 119-267
Fisher Pivots for day following 18-Nov-2021
Pivot 1 day 3 day
R1 120-302 120-295
PP 120-297 120-282
S1 120-291 120-269

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

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