ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 31-Aug-2021
Day Change Summary
Previous Current
30-Aug-2021 31-Aug-2021 Change Change % Previous Week
Open 123-182 123-235 0-052 0.1% 123-182
High 123-240 123-258 0-018 0.0% 123-210
Low 123-175 123-210 0-035 0.1% 123-070
Close 123-232 123-230 -0-002 0.0% 123-180
Range 0-065 0-048 -0-018 -26.9% 0-140
ATR 0-079 0-077 -0-002 -2.8% 0-000
Volume 701,841 1,060,168 358,327 51.1% 6,658,076
Daily Pivots for day following 31-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-055 124-030 123-256
R3 124-008 123-302 123-243
R2 123-280 123-280 123-239
R1 123-255 123-255 123-234 123-244
PP 123-232 123-232 123-232 123-227
S1 123-208 123-208 123-226 123-196
S2 123-185 123-185 123-221
S3 123-138 123-160 123-217
S4 123-090 123-112 123-204
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
5 123-258 123-070 0-188 0.5% 0-072 0.2% 85% True False 1,406,912
10 123-258 123-070 0-188 0.5% 0-067 0.2% 85% True False 854,874
20 124-168 123-065 1-102 1.1% 0-080 0.2% 39% False False 430,943
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 0-016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-139
2.618 124-062
1.618 124-014
1.000 123-305
0.618 123-287
HIGH 123-258
0.618 123-239
0.500 123-234
0.382 123-228
LOW 123-210
0.618 123-181
1.000 123-162
1.618 123-133
2.618 123-086
4.250 123-008
Fisher Pivots for day following 31-Aug-2021
Pivot 1 day 3 day
R1 123-234 123-208
PP 123-232 123-186
S1 123-231 123-164

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

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