ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 01-Sep-2021
Day Change Summary
Previous Current
31-Aug-2021 01-Sep-2021 Change Change % Previous Week
Open 123-235 123-222 -0-012 0.0% 123-182
High 123-258 123-255 -0-002 0.0% 123-210
Low 123-210 123-190 -0-020 -0.1% 123-070
Close 123-230 123-218 -0-012 0.0% 123-180
Range 0-048 0-065 0-018 36.8% 0-140
ATR 0-077 0-076 -0-001 -1.1% 0-000
Volume 1,060,168 816,472 -243,696 -23.0% 6,658,076
Daily Pivots for day following 01-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-096 124-062 123-253
R3 124-031 123-317 123-235
R2 123-286 123-286 123-229
R1 123-252 123-252 123-223 123-236
PP 123-221 123-221 123-221 123-213
S1 123-187 123-187 123-212 123-171
S2 123-156 123-156 123-206
S3 123-091 123-122 123-200
S4 123-026 123-057 123-182
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% 0-070 0.2% 79% False False 1,113,634
10 123-258 123-070 0-188 0.5% 0-066 0.2% 79% False False 934,889
20 124-042 123-065 0-298 0.8% 0-076 0.2% 51% False False 471,682
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-018
Widest range in 2 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 01-Sep-2021
Pivot 1 day 3 day
R1 123-222 123-217
PP 123-221 123-217
S1 123-219 123-216

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

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