ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 16-Aug-2021

Day Change Summary
	Previous	Current
	13-Aug-2021	16-Aug-2021	Change	Change %	Previous Week
Open	123-110	123-192	0-082	0.2%	123-188
High	123-198	123-272	0-075	0.2%	123-242
Low	123-102	123-190	0-088	0.2%	123-065
Close	123-170	123-238	0-068	0.2%	123-170
Range	0-095	0-082	-0-012	-13.2%	0-178
ATR	0-086	0-087	0-001	1.3%	0-000
Volume	4,053	16,495	12,442	307.0%	29,287

Daily Pivots for day following 16-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-161	124-122	123-283
R3	124-078	124-039	123-260
R2	123-316	123-316	123-253
R1	123-277	123-277	123-245	123-296
PP	123-233	123-233	123-233	123-243
S1	123-194	123-194	123-230	123-214
S2	123-151	123-151	123-222
S3	123-068	123-112	123-215
S4	122-306	123-029	123-192

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-052	124-288	123-268
R3	124-194	124-111	123-219
R2	124-017	124-017	123-203
R1	123-253	123-253	123-186	123-206
PP	123-159	123-159	123-159	123-136
S1	123-076	123-076	123-154	123-029
S2	122-302	122-302	123-137
S3	122-124	122-218	123-121
S4	121-267	122-041	123-072

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-272	123-065	0-208	0.5%	0-085	0.2%	83%	True	False	7,600
10	124-168	123-065	1-102	1.1%	0-091	0.2%	41%	False	False	5,277
20	124-168	123-065	1-102	1.1%	0-084	0.2%	41%	False	False	4,007

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	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-303
2.618	124-168
1.618	124-086
1.000	124-035
0.618	124-003
HIGH	123-272
0.618	123-241
0.500	123-231
0.382	123-222
LOW	123-190
0.618	123-139
1.000	123-108
1.618	123-057
2.618	122-294
4.250	122-159

Fisher Pivots for day following 16-Aug-2021
Pivot	1 day	3 day
R1	123-235	123-220
PP	123-233	123-202
S1	123-231	123-184

Download as Excel Spreadsheet

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

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