ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 12-Aug-2021

Day Change Summary
	Previous	Current
	11-Aug-2021	12-Aug-2021	Change	Change %	Previous Week
Open	123-095	123-140	0-045	0.1%	124-035
High	123-172	123-158	-0-015	0.0%	124-168
Low	123-065	123-095	0-030	0.1%	123-185
Close	123-125	123-095	-0-030	-0.1%	123-205
Range	0-108	0-062	-0-045	-41.9%	0-302
ATR	0-087	0-085	-0-002	-2.0%	0-000
Volume	10,434	2,726	-7,708	-73.9%	7,089

Daily Pivots for day following 12-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-303	123-262	123-129
R3	123-241	123-199	123-112
R2	123-178	123-178	123-106
R1	123-137	123-137	123-101	123-126
PP	123-116	123-116	123-116	123-111
S1	123-074	123-074	123-089	123-064
S2	123-053	123-053	123-084
S3	122-311	123-012	123-078
S4	122-248	122-269	123-061

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	123-260	123-065	0-195	0.5%	0-084	0.2%	15%	False	False	5,786
10	124-168	123-065	1-102	1.1%	0-087	0.2%	7%	False	False	3,386

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-024
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	124-103
2.618	124-001
1.618	123-259
1.000	123-220
0.618	123-196
HIGH	123-158
0.618	123-134
0.500	123-126
0.382	123-119
LOW	123-095
0.618	123-056
1.000	123-032
1.618	122-314
2.618	122-251
4.250	122-149

Fisher Pivots for day following 12-Aug-2021
Pivot	1 day	3 day
R1	123-126	123-119
PP	123-116	123-111
S1	123-105	123-103

Download as Excel Spreadsheet

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

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