ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 19-Nov-2021
Day Change Summary
Previous Current
18-Nov-2021 19-Nov-2021 Change Change % Previous Week
Open 120-285 120-302 0-018 0.0% 120-288
High 121-008 121-120 0-112 0.3% 121-120
Low 120-255 120-278 0-022 0.1% 120-210
Close 120-308 121-020 0-032 0.1% 121-020
Range 0-072 0-162 0-090 124.1% 0-230
ATR 0-113 0-116 0-004 3.1% 0-000
Volume 125,403 448,365 322,962 257.5% 729,405
Daily Pivots for day following 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 122-200 122-112 121-109
R3 122-038 121-270 121-065
R2 121-195 121-195 121-050
R1 121-108 121-108 121-035 121-151
PP 121-032 121-032 121-032 121-054
S1 120-265 120-265 121-005 120-309
S2 120-190 120-190 120-310
S3 120-028 120-102 120-295
S4 119-185 119-260 120-251
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 123-060 122-270 121-146
R3 122-150 122-040 121-083
R2 121-240 121-240 121-062
R1 121-130 121-130 121-041 121-185
PP 121-010 121-010 121-010 121-038
S1 120-220 120-220 120-319 120-275
S2 120-100 120-100 120-298
S3 119-190 119-310 120-277
S4 118-280 119-080 120-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-120 120-210 0-230 0.6% 0-099 0.3% 57% True False 145,881
10 121-278 120-210 1-068 1.0% 0-114 0.3% 34% False False 76,098
20 121-300 120-210 1-090 1.1% 0-120 0.3% 32% False False 38,463
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-171
2.618 122-225
1.618 122-063
1.000 121-282
0.618 121-220
HIGH 121-120
0.618 121-058
0.500 121-039
0.382 121-020
LOW 120-278
0.618 120-177
1.000 120-115
1.618 120-015
2.618 119-172
4.250 118-227
Fisher Pivots for day following 19-Nov-2021
Pivot 1 day 3 day
R1 121-039 121-016
PP 121-032 121-012
S1 121-026 121-008

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

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