ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 19-Aug-2021
Day Change Summary
Previous Current
18-Aug-2021 19-Aug-2021 Change Change % Previous Week
Open 123-202 123-198 -0-005 0.0% 123-188
High 123-220 123-255 0-035 0.1% 123-242
Low 123-145 123-190 0-045 0.1% 123-065
Close 123-195 123-208 0-012 0.0% 123-170
Range 0-075 0-065 -0-010 -13.3% 0-178
ATR 0-086 0-085 -0-002 -1.8% 0-000
Volume 16,319 30,531 14,212 87.1% 29,287
Daily Pivots for day following 19-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-092 124-055 123-243
R3 124-028 123-310 123-225
R2 123-282 123-282 123-219
R1 123-245 123-245 123-213 123-264
PP 123-218 123-218 123-218 123-227
S1 123-180 123-180 123-202 123-199
S2 123-152 123-152 123-196
S3 123-088 123-115 123-190
S4 123-022 123-050 123-172
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
5 123-275 123-102 0-172 0.4% 0-080 0.2% 61% False False 16,975
10 123-275 123-065 0-210 0.5% 0-082 0.2% 68% False False 11,380
20 124-168 123-065 1-102 1.1% 0-079 0.2% 34% False False 7,223
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-211
2.618 124-105
1.618 124-040
1.000 124-000
0.618 123-295
HIGH 123-255
0.618 123-230
0.500 123-222
0.382 123-215
LOW 123-190
0.618 123-150
1.000 123-125
1.618 123-085
2.618 123-020
4.250 122-234
Fisher Pivots for day following 19-Aug-2021
Pivot 1 day 3 day
R1 123-222 123-210
PP 123-218 123-209
S1 123-212 123-208

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

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