ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 23-Nov-2021
Day Change Summary
Previous Current
22-Nov-2021 23-Nov-2021 Change Change % Previous Week
Open 120-302 120-150 -0-152 -0.4% 120-288
High 120-305 120-175 -0-130 -0.3% 121-120
Low 120-135 120-080 -0-055 -0.1% 120-210
Close 120-155 120-152 -0-002 0.0% 121-020
Range 0-170 0-095 -0-075 -44.1% 0-230
ATR 0-123 0-121 -0-002 -1.6% 0-000
Volume 1,215,464 2,537,895 1,322,431 108.8% 729,405
Daily Pivots for day following 23-Nov-2021
Classic Woodie Camarilla DeMark
R4 121-101 121-062 120-205
R3 121-006 120-287 120-179
R2 120-231 120-231 120-170
R1 120-192 120-192 120-161 120-211
PP 120-136 120-136 120-136 120-146
S1 120-097 120-097 120-144 120-116
S2 120-041 120-041 120-135
S3 119-266 120-002 120-126
S4 119-171 119-227 120-100
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
5 121-120 120-080 1-040 0.9% 0-116 0.3% 20% False True 877,910
10 121-222 120-080 1-142 1.2% 0-119 0.3% 16% False True 450,817
20 121-300 120-080 1-220 1.4% 0-126 0.3% 13% False True 226,130
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-259
2.618 121-104
1.618 121-009
1.000 120-270
0.618 120-234
HIGH 120-175
0.618 120-139
0.500 120-128
0.382 120-116
LOW 120-080
0.618 120-021
1.000 119-305
1.618 119-246
2.618 119-151
4.250 118-316
Fisher Pivots for day following 23-Nov-2021
Pivot 1 day 3 day
R1 120-144 120-260
PP 120-136 120-224
S1 120-128 120-188

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

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