ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 01-Dec-2021
Day Change Summary
Previous Current
30-Nov-2021 01-Dec-2021 Change Change % Previous Week
Open 121-145 121-100 -0-045 -0.1% 120-302
High 121-275 121-150 -0-125 -0.3% 121-132
Low 121-010 120-290 -0-040 -0.1% 120-072
Close 121-128 121-110 -0-018 0.0% 121-078
Range 0-265 0-180 -0-085 -32.1% 1-060
ATR 0-149 0-152 0-002 1.5% 0-000
Volume 2,043,169 1,135,221 -907,948 -44.4% 7,118,655
Daily Pivots for day following 01-Dec-2021
Classic Woodie Camarilla DeMark
R4 122-297 122-223 121-209
R3 122-117 122-043 121-160
R2 121-257 121-257 121-143
R1 121-183 121-183 121-126 121-220
PP 121-077 121-077 121-077 121-095
S1 121-003 121-003 121-094 121-040
S2 120-217 120-217 121-077
S3 120-037 120-143 121-060
S4 119-177 119-283 121-011
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% 0-220 0.6% 68% False False 1,568,540
10 121-275 120-072 1-202 1.3% 0-168 0.4% 68% False False 1,223,225
20 121-300 120-072 1-228 1.4% 0-150 0.4% 65% False False 618,190
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 0-043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-275
2.618 122-301
1.618 122-121
1.000 122-010
0.618 121-261
HIGH 121-150
0.618 121-081
0.500 121-060
0.382 121-039
LOW 120-290
0.618 120-179
1.000 120-110
1.618 119-319
2.618 119-139
4.250 118-165
Fisher Pivots for day following 01-Dec-2021
Pivot 1 day 3 day
R1 121-093 121-122
PP 121-077 121-118
S1 121-060 121-114

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

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