ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 26-Aug-2021
Day Change Summary
Previous Current
25-Aug-2021 26-Aug-2021 Change Change % Previous Week
Open 123-165 123-122 -0-042 -0.1% 123-192
High 123-182 123-132 -0-050 -0.1% 123-275
Low 123-108 123-078 -0-030 -0.1% 123-145
Close 123-128 123-108 -0-020 -0.1% 123-178
Range 0-075 0-055 -0-020 -26.7% 0-130
ATR 0-079 0-077 -0-002 -2.1% 0-000
Volume 2,282,862 1,897,508 -385,354 -16.9% 162,630
Daily Pivots for day following 26-Aug-2021
Classic Woodie Camarilla DeMark
R4 123-271 123-244 123-138
R3 123-216 123-189 123-123
R2 123-161 123-161 123-118
R1 123-134 123-134 123-113 123-120
PP 123-106 123-106 123-106 123-099
S1 123-079 123-079 123-102 123-065
S2 123-051 123-051 123-097
S3 122-316 123-024 123-092
S4 122-261 122-289 123-077
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-269 124-193 123-249
R3 124-139 124-063 123-213
R2 124-009 124-009 123-201
R1 123-253 123-253 123-189 123-226
PP 123-199 123-199 123-199 123-186
S1 123-123 123-123 123-166 123-096
S2 123-069 123-069 123-154
S3 122-259 122-313 123-142
S4 122-129 122-183 123-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-228 123-078 0-150 0.4% 0-060 0.2% 20% False True 1,129,539
10 123-275 123-078 0-198 0.5% 0-070 0.2% 15% False True 573,257
20 124-168 123-065 1-102 1.1% 0-078 0.2% 10% False False 288,321
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-046
2.618 123-276
1.618 123-221
1.000 123-188
0.618 123-166
HIGH 123-132
0.618 123-111
0.500 123-105
0.382 123-099
LOW 123-078
0.618 123-044
1.000 123-022
1.618 122-309
2.618 122-254
4.250 122-164
Fisher Pivots for day following 26-Aug-2021
Pivot 1 day 3 day
R1 123-107 123-141
PP 123-106 123-130
S1 123-105 123-119

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

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