ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 07-Sep-2021
Day Change Summary
Previous Current
03-Sep-2021 07-Sep-2021 Change Change % Previous Week
Open 123-240 123-220 -0-020 -0.1% 123-182
High 123-300 123-222 -0-078 -0.2% 123-300
Low 123-210 123-148 -0-062 -0.2% 123-175
Close 123-220 123-165 -0-055 -0.1% 123-220
Range 0-090 0-075 -0-015 -16.7% 0-125
ATR 0-074 0-074 0-000 0.1% 0-000
Volume 735,167 620,695 -114,472 -15.6% 3,813,013
Daily Pivots for day following 07-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-083 124-039 123-206
R3 124-008 123-284 123-186
R2 123-253 123-253 123-179
R1 123-209 123-209 123-172 123-194
PP 123-178 123-178 123-178 123-171
S1 123-134 123-134 123-158 123-119
S2 123-103 123-103 123-151
S3 123-028 123-059 123-144
S4 122-273 122-304 123-124
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-287 124-218 123-289
R3 124-162 124-093 123-254
R2 124-037 124-037 123-243
R1 123-288 123-288 123-231 124-002
PP 123-232 123-232 123-232 123-249
S1 123-163 123-163 123-209 123-198
S2 123-107 123-107 123-197
S3 122-302 123-038 123-186
S4 122-177 122-233 123-151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-300 123-148 0-152 0.4% 0-062 0.2% 11% False True 746,373
10 123-300 123-070 0-230 0.6% 0-067 0.2% 41% False False 1,050,246
20 123-300 123-065 0-235 0.6% 0-072 0.2% 43% False False 563,796
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
4.250 124-221
2.618 124-099
1.618 124-024
1.000 123-298
0.618 123-269
HIGH 123-222
0.618 123-194
0.500 123-185
0.382 123-176
LOW 123-148
0.618 123-101
1.000 123-072
1.618 123-026
2.618 122-271
4.250 122-149
Fisher Pivots for day following 07-Sep-2021
Pivot 1 day 3 day
R1 123-185 123-224
PP 123-178 123-204
S1 123-172 123-185

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

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