ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 26-Nov-2021
Day Change Summary
Previous Current
24-Nov-2021 26-Nov-2021 Change Change % Previous Week
Open 120-140 120-122 -0-018 0.0% 120-302
High 120-205 121-132 0-248 0.6% 121-132
Low 120-072 120-098 0-025 0.1% 120-072
Close 120-125 121-078 0-272 0.7% 121-078
Range 0-132 1-035 0-222 167.9% 1-060
ATR 0-122 0-138 0-017 13.7% 0-000
Volume 1,754,843 1,610,453 -144,390 -8.2% 7,118,655
Daily Pivots for day following 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 124-101 123-284 121-273
R3 123-066 122-249 121-175
R2 122-031 122-031 121-143
R1 121-214 121-214 121-110 121-282
PP 120-316 120-316 120-316 121-030
S1 120-179 120-179 121-045 120-248
S2 119-281 119-281 121-012
S3 118-246 119-144 120-300
S4 117-211 118-109 120-202
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 124-168 124-022 121-286
R3 123-108 122-282 121-182
R2 122-048 122-048 121-147
R1 121-222 121-222 121-112 121-295
PP 120-308 120-308 120-308 121-024
S1 120-162 120-162 121-043 120-235
S2 119-248 119-248 121-008
S3 118-188 119-102 120-293
S4 117-128 118-042 120-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-132 120-072 1-060 1.0% 0-183 0.5% 86% True False 1,513,404
10 121-132 120-072 1-060 1.0% 0-134 0.3% 86% True False 785,524
20 121-300 120-072 1-228 1.4% 0-138 0.4% 59% False False 394,386
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 0-027
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 126-041
2.618 124-102
1.618 123-067
1.000 122-168
0.618 122-032
HIGH 121-132
0.618 120-317
0.500 120-275
0.382 120-233
LOW 120-098
0.618 119-198
1.000 119-062
1.618 118-163
2.618 117-128
4.250 115-189
Fisher Pivots for day following 26-Nov-2021
Pivot 1 day 3 day
R1 121-037 121-032
PP 120-316 120-308
S1 120-275 120-262

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

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