ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 30-Aug-2021
Day Change Summary
Previous Current
27-Aug-2021 30-Aug-2021 Change Change % Previous Week
Open 123-098 123-182 0-085 0.2% 123-182
High 123-190 123-240 0-050 0.1% 123-210
Low 123-070 123-175 0-105 0.3% 123-070
Close 123-180 123-232 0-052 0.1% 123-180
Range 0-120 0-065 -0-055 -45.8% 0-140
ATR 0-080 0-079 -0-001 -1.3% 0-000
Volume 1,092,184 701,841 -390,343 -35.7% 6,658,076
Daily Pivots for day following 30-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-091 124-067 123-268
R3 124-026 124-002 123-250
R2 123-281 123-281 123-244
R1 123-257 123-257 123-238 123-269
PP 123-216 123-216 123-216 123-222
S1 123-192 123-192 123-227 123-204
S2 123-151 123-151 123-221
S3 123-086 123-127 123-215
S4 123-021 123-062 123-197
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
5 123-240 123-070 0-170 0.4% 0-072 0.2% 96% True False 1,354,118
10 123-275 123-070 0-205 0.5% 0-070 0.2% 79% False False 750,605
20 124-168 123-065 1-102 1.1% 0-081 0.2% 40% False False 377,941
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-196
2.618 124-090
1.618 124-025
1.000 123-305
0.618 123-280
HIGH 123-240
0.618 123-215
0.500 123-208
0.382 123-200
LOW 123-175
0.618 123-135
1.000 123-110
1.618 123-070
2.618 123-005
4.250 122-219
Fisher Pivots for day following 30-Aug-2021
Pivot 1 day 3 day
R1 123-224 123-207
PP 123-216 123-181
S1 123-208 123-155

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

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