ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 10-Aug-2021
Day Change Summary
Previous Current
09-Aug-2021 10-Aug-2021 Change Change % Previous Week
Open 123-188 123-160 -0-028 -0.1% 124-035
High 123-242 123-172 -0-070 -0.2% 124-168
Low 123-142 123-095 -0-048 -0.1% 123-185
Close 123-158 123-105 -0-052 -0.1% 123-205
Range 0-100 0-078 -0-022 -22.5% 0-302
ATR 0-086 0-085 -0-001 -0.7% 0-000
Volume 7,779 4,295 -3,484 -44.8% 7,089
Daily Pivots for day following 10-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-037 123-308 123-148
R3 123-279 123-231 123-126
R2 123-202 123-202 123-119
R1 123-153 123-153 123-112 123-139
PP 123-124 123-124 123-124 123-117
S1 123-076 123-076 123-098 123-061
S2 123-047 123-047 123-091
S3 122-289 122-318 123-084
S4 122-212 122-241 123-062
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
5 124-168 123-095 1-072 1.0% 0-102 0.3% 3% False True 3,786
10 124-168 123-095 1-072 1.0% 0-085 0.2% 3% False True 4,486
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-182
2.618 124-055
1.618 123-298
1.000 123-250
0.618 123-220
HIGH 123-172
0.618 123-143
0.500 123-134
0.382 123-125
LOW 123-095
0.618 123-047
1.000 123-018
1.618 122-290
2.618 122-212
4.250 122-086
Fisher Pivots for day following 10-Aug-2021
Pivot 1 day 3 day
R1 123-134 123-178
PP 123-124 123-153
S1 123-115 123-129

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

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