ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 22-Nov-2021
Day Change Summary
Previous Current
19-Nov-2021 22-Nov-2021 Change Change % Previous Week
Open 120-302 120-302 0-000 0.0% 120-288
High 121-120 120-305 -0-135 -0.3% 121-120
Low 120-278 120-135 -0-142 -0.4% 120-210
Close 121-020 120-155 -0-185 -0.5% 121-020
Range 0-162 0-170 0-008 4.6% 0-230
ATR 0-116 0-123 0-006 5.4% 0-000
Volume 448,365 1,215,464 767,099 171.1% 729,405
Daily Pivots for day following 22-Nov-2021
Classic Woodie Camarilla DeMark
R4 122-068 121-282 120-248
R3 121-218 121-112 120-202
R2 121-048 121-048 120-186
R1 120-262 120-262 120-171 120-230
PP 120-198 120-198 120-198 120-182
S1 120-092 120-092 120-139 120-060
S2 120-028 120-028 120-124
S3 119-178 119-242 120-108
S4 119-008 119-072 120-062
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
5 121-120 120-135 0-305 0.8% 0-115 0.3% 7% False True 384,094
10 121-272 120-135 1-138 1.2% 0-120 0.3% 4% False True 197,315
20 121-300 120-135 1-165 1.3% 0-124 0.3% 4% False True 99,236
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 0-018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 123-068
2.618 122-110
1.618 121-260
1.000 121-155
0.618 121-090
HIGH 120-305
0.618 120-240
0.500 120-220
0.382 120-200
LOW 120-135
0.618 120-030
1.000 119-285
1.618 119-180
2.618 119-010
4.250 118-052
Fisher Pivots for day following 22-Nov-2021
Pivot 1 day 3 day
R1 120-220 120-288
PP 120-198 120-243
S1 120-177 120-199

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

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