ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 09-Aug-2021
Day Change Summary
Previous Current
06-Aug-2021 09-Aug-2021 Change Change % Previous Week
Open 123-252 123-188 -0-065 -0.2% 124-035
High 123-260 123-242 -0-018 0.0% 124-168
Low 123-185 123-142 -0-042 -0.1% 123-185
Close 123-205 123-158 -0-048 -0.1% 123-205
Range 0-075 0-100 0-025 33.3% 0-302
ATR 0-085 0-086 0-001 1.3% 0-000
Volume 3,697 7,779 4,082 110.4% 7,089
Daily Pivots for day following 09-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-161 124-099 123-212
R3 124-061 123-319 123-185
R2 123-281 123-281 123-176
R1 123-219 123-219 123-167 123-200
PP 123-181 123-181 123-181 123-171
S1 123-119 123-119 123-148 123-100
S2 123-081 123-081 123-139
S3 122-301 123-019 123-130
S4 122-201 122-239 123-102
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 126-240 126-045 124-051
R3 125-258 125-062 123-288
R2 124-275 124-275 123-260
R1 124-080 124-080 123-233 124-026
PP 123-292 123-292 123-292 123-266
S1 123-098 123-098 123-177 123-044
S2 122-310 122-310 123-150
S3 122-008 122-115 123-122
S4 121-025 121-132 123-039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-168 123-142 1-025 0.9% 0-098 0.2% 4% False True 2,954
10 124-168 123-142 1-025 0.9% 0-083 0.2% 4% False True 4,061
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-028
2.618 124-184
1.618 124-084
1.000 124-022
0.618 123-304
HIGH 123-242
0.618 123-204
0.500 123-192
0.382 123-181
LOW 123-142
0.618 123-081
1.000 123-042
1.618 122-301
2.618 122-201
4.250 122-038
Fisher Pivots for day following 09-Aug-2021
Pivot 1 day 3 day
R1 123-192 123-252
PP 123-181 123-221
S1 123-169 123-189

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

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