ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 02-Dec-2021
Day Change Summary
Previous Current
01-Dec-2021 02-Dec-2021 Change Change % Previous Week
Open 121-100 121-130 0-030 0.1% 120-302
High 121-150 121-138 -0-012 0.0% 121-132
Low 120-290 120-302 0-012 0.0% 120-072
Close 121-110 121-012 -0-098 -0.3% 121-078
Range 0-180 0-155 -0-025 -13.9% 1-060
ATR 0-152 0-152 0-000 0.2% 0-000
Volume 1,135,221 946,022 -189,199 -16.7% 7,118,655
Daily Pivots for day following 02-Dec-2021
Classic Woodie Camarilla DeMark
R4 122-189 122-096 121-098
R3 122-034 121-261 121-055
R2 121-199 121-199 121-041
R1 121-106 121-106 121-027 121-075
PP 121-044 121-044 121-044 121-029
S1 120-271 120-271 120-318 120-240
S2 120-209 120-209 120-304
S3 120-054 120-116 120-290
S4 119-219 119-281 120-247
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
5 121-275 120-098 1-178 1.3% 0-225 0.6% 47% False False 1,406,775
10 121-275 120-072 1-202 1.3% 0-176 0.5% 50% False False 1,311,584
20 121-300 120-072 1-228 1.4% 0-151 0.4% 47% False False 665,400
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-156
2.618 122-223
1.618 122-068
1.000 121-292
0.618 121-233
HIGH 121-138
0.618 121-078
0.500 121-060
0.382 121-042
LOW 120-302
0.618 120-207
1.000 120-148
1.618 120-052
2.618 119-217
4.250 118-284
Fisher Pivots for day following 02-Dec-2021
Pivot 1 day 3 day
R1 121-060 121-122
PP 121-044 121-086
S1 121-028 121-049

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

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