ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 23-Sep-2021

Day Change Summary
	Previous	Current
	22-Sep-2021	23-Sep-2021	Change	Change %	Previous Week
Open	123-150	123-110	-0-040	-0.1%	123-175
High	123-170	123-112	-0-058	-0.1%	123-252
Low	123-070	122-272	-0-118	-0.3%	123-065
Close	123-082	122-308	-0-095	-0.2%	123-090
Range	0-100	0-160	0-060	60.0%	0-188
ATR	0-076	0-082	0-006	7.9%	0-000
Volume	1,143,623	1,369,079	225,456	19.7%	4,008,419

Daily Pivots for day following 23-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-178	124-082	123-076
R3	124-018	123-242	123-032
R2	123-178	123-178	123-017
R1	123-082	123-082	123-002	123-050
PP	123-018	123-018	123-018	123-001
S1	122-242	122-242	122-293	122-210
S2	122-178	122-178	122-278
S3	122-018	122-082	122-264
S4	121-178	121-242	122-220

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-058	124-262	123-193
R3	124-191	124-074	123-142
R2	124-003	124-003	123-124
R1	123-207	123-207	123-107	123-171
PP	123-136	123-136	123-136	123-118
S1	123-019	123-019	123-073	122-304
S2	122-268	122-268	123-056
S3	122-081	122-152	123-038
S4	121-213	121-284	122-307

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-188	122-272	0-235	0.6%	0-100	0.3%	15%	False	True	972,417
10	123-252	122-272	0-300	0.8%	0-086	0.2%	12%	False	True	871,250
20	123-300	122-272	1-028	0.9%	0-077	0.2%	10%	False	True	876,324
40	124-168	122-272	1-215	1.4%	0-077	0.2%	7%	False	True	535,488

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	0-016
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	125-152
2.618	124-211
1.618	124-051
1.000	123-272
0.618	123-211
HIGH	123-112
0.618	123-051
0.500	123-032
0.382	123-014
LOW	122-272
0.618	122-174
1.000	122-112
1.618	122-014
2.618	121-174
4.250	120-232

Fisher Pivots for day following 23-Sep-2021
Pivot	1 day	3 day
R1	123-032	123-070
PP	123-018	123-042
S1	123-002	123-015

Download as Excel Spreadsheet

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

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