ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 123-122 123-098 -0-025 -0.1% 123-182
High 123-132 123-190 0-058 0.1% 123-210
Low 123-078 123-070 -0-008 0.0% 123-070
Close 123-108 123-180 0-072 0.2% 123-180
Range 0-055 0-120 0-065 118.2% 0-140
ATR 0-077 0-080 0-003 4.0% 0-000
Volume 1,897,508 1,092,184 -805,324 -42.4% 6,658,076
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-187 124-143 123-246
R3 124-067 124-023 123-213
R2 123-267 123-267 123-202
R1 123-223 123-223 123-191 123-245
PP 123-147 123-147 123-147 123-158
S1 123-103 123-103 123-169 123-125
S2 123-027 123-027 123-158
S3 122-227 122-303 123-147
S4 122-107 122-183 123-114
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-253 124-197 123-257
R3 124-113 124-057 123-218
R2 123-293 123-293 123-206
R1 123-237 123-237 123-193 123-195
PP 123-153 123-153 123-153 123-132
S1 123-097 123-097 123-167 123-055
S2 123-013 123-013 123-154
S3 122-193 122-277 123-142
S4 122-053 122-137 123-103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-210 123-070 0-140 0.4% 0-072 0.2% 79% False True 1,331,615
10 123-275 123-070 0-205 0.5% 0-072 0.2% 54% False True 682,070
20 124-168 123-065 1-102 1.1% 0-081 0.2% 27% False False 342,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 125-060
2.618 124-184
1.618 124-064
1.000 123-310
0.618 123-264
HIGH 123-190
0.618 123-144
0.500 123-130
0.382 123-116
LOW 123-070
0.618 122-316
1.000 122-270
1.618 122-196
2.618 122-076
4.250 121-200
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 123-163 123-163
PP 123-147 123-147
S1 123-130 123-130

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

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