ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 08-Sep-2021
Day Change Summary
Previous Current
07-Sep-2021 08-Sep-2021 Change Change % Previous Week
Open 123-220 123-162 -0-058 -0.1% 123-182
High 123-222 123-202 -0-020 -0.1% 123-300
Low 123-148 123-155 0-008 0.0% 123-175
Close 123-165 123-188 0-022 0.1% 123-220
Range 0-075 0-048 -0-028 -36.7% 0-125
ATR 0-074 0-072 -0-002 -2.6% 0-000
Volume 620,695 657,017 36,322 5.9% 3,813,013
Daily Pivots for day following 08-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-004 123-303 123-214
R3 123-277 123-256 123-201
R2 123-229 123-229 123-196
R1 123-208 123-208 123-192 123-219
PP 123-182 123-182 123-182 123-187
S1 123-161 123-161 123-183 123-171
S2 123-134 123-134 123-179
S3 123-087 123-113 123-174
S4 123-039 123-066 123-161
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% 26% False False 665,743
10 123-300 123-070 0-230 0.6% 0-068 0.2% 51% False False 1,036,327
20 123-300 123-065 0-235 0.6% 0-071 0.2% 52% False False 596,432
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-084
2.618 124-007
1.618 123-279
1.000 123-250
0.618 123-232
HIGH 123-202
0.618 123-184
0.500 123-179
0.382 123-173
LOW 123-155
0.618 123-126
1.000 123-108
1.618 123-078
2.618 123-031
4.250 122-273
Fisher Pivots for day following 08-Sep-2021
Pivot 1 day 3 day
R1 123-185 123-224
PP 123-182 123-212
S1 123-179 123-200

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

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