ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 29-Nov-2021
Day Change Summary
Previous Current
26-Nov-2021 29-Nov-2021 Change Change % Previous Week
Open 120-122 121-032 0-230 0.6% 120-302
High 121-132 121-145 0-012 0.0% 121-132
Low 120-098 120-295 0-198 0.5% 120-072
Close 121-078 121-085 0-008 0.0% 121-078
Range 1-035 0-170 -0-185 -52.1% 1-060
ATR 0-138 0-140 0-002 1.6% 0-000
Volume 1,610,453 1,299,014 -311,439 -19.3% 7,118,655
Daily Pivots for day following 29-Nov-2021
Classic Woodie Camarilla DeMark
R4 122-258 122-182 121-178
R3 122-088 122-012 121-132
R2 121-238 121-238 121-116
R1 121-162 121-162 121-101 121-200
PP 121-068 121-068 121-068 121-088
S1 120-312 120-312 121-069 121-030
S2 120-218 120-218 121-054
S3 120-048 120-142 121-038
S4 119-198 119-292 120-312
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
5 121-145 120-072 1-072 1.0% 0-184 0.5% 85% True False 1,683,533
10 121-145 120-072 1-072 1.0% 0-142 0.4% 85% True False 914,707
20 121-300 120-072 1-228 1.4% 0-139 0.4% 61% False False 459,325
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 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-228
2.618 122-270
1.618 122-100
1.000 121-315
0.618 121-250
HIGH 121-145
0.618 121-080
0.500 121-060
0.382 121-040
LOW 120-295
0.618 120-190
1.000 120-125
1.618 120-020
2.618 119-170
4.250 118-212
Fisher Pivots for day following 29-Nov-2021
Pivot 1 day 3 day
R1 121-077 121-040
PP 121-068 120-314
S1 121-060 120-269

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

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