ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 30-Nov-2021
Day Change Summary
Previous Current
29-Nov-2021 30-Nov-2021 Change Change % Previous Week
Open 121-032 121-145 0-112 0.3% 120-302
High 121-145 121-275 0-130 0.3% 121-132
Low 120-295 121-010 0-035 0.1% 120-072
Close 121-085 121-128 0-042 0.1% 121-078
Range 0-170 0-265 0-095 55.9% 1-060
ATR 0-140 0-149 0-009 6.3% 0-000
Volume 1,299,014 2,043,169 744,155 57.3% 7,118,655
Daily Pivots for day following 30-Nov-2021
Classic Woodie Camarilla DeMark
R4 123-292 123-155 121-273
R3 123-028 122-210 121-200
R2 122-082 122-082 121-176
R1 121-265 121-265 121-152 121-201
PP 121-138 121-138 121-138 121-106
S1 121-000 121-000 121-103 120-256
S2 120-192 120-192 121-079
S3 119-248 120-055 121-055
S4 118-302 119-110 120-302
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
5 121-275 120-072 1-202 1.3% 0-204 0.5% 72% True False 1,849,074
10 121-275 120-072 1-202 1.3% 0-159 0.4% 72% True False 1,116,584
20 121-300 120-072 1-228 1.4% 0-148 0.4% 68% False False 561,468
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-121
2.618 124-009
1.618 123-064
1.000 122-220
0.618 122-119
HIGH 121-275
0.618 121-174
0.500 121-142
0.382 121-111
LOW 121-010
0.618 120-166
1.000 120-065
1.618 119-221
2.618 118-276
4.250 117-164
Fisher Pivots for day following 30-Nov-2021
Pivot 1 day 3 day
R1 121-142 121-094
PP 121-138 121-060
S1 121-132 121-026

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

View Archives - Comment on this page... - Back to Index of Symbols