ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 10-Sep-2021
Day Change Summary
Previous Current
09-Sep-2021 10-Sep-2021 Change Change % Previous Week
Open 123-175 123-208 0-032 0.1% 123-220
High 123-238 123-220 -0-018 0.0% 123-238
Low 123-165 123-155 -0-010 0.0% 123-148
Close 123-218 123-175 -0-042 -0.1% 123-175
Range 0-072 0-065 -0-008 -10.3% 0-090
ATR 0-072 0-072 -0-001 -0.7% 0-000
Volume 733,570 703,188 -30,382 -4.1% 2,714,470
Daily Pivots for day following 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-058 124-022 123-211
R3 123-313 123-277 123-193
R2 123-248 123-248 123-187
R1 123-212 123-212 123-181 123-198
PP 123-183 123-183 123-183 123-176
S1 123-147 123-147 123-169 123-132
S2 123-118 123-118 123-163
S3 123-053 123-082 123-157
S4 122-308 123-017 123-139
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-137 124-086 123-224
R3 124-047 123-316 123-200
R2 123-277 123-277 123-192
R1 123-226 123-226 123-183 123-206
PP 123-187 123-187 123-187 123-177
S1 123-136 123-136 123-167 123-116
S2 123-097 123-097 123-158
S3 123-007 123-046 123-150
S4 122-237 122-276 123-126
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% 0-070 0.2% 18% False False 689,927
10 123-300 123-070 0-230 0.6% 0-068 0.2% 46% False False 761,966
20 123-300 123-070 0-230 0.6% 0-069 0.2% 46% False False 667,612
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
4.250 124-176
2.618 124-070
1.618 124-005
1.000 123-285
0.618 123-260
HIGH 123-220
0.618 123-195
0.500 123-188
0.382 123-180
LOW 123-155
0.618 123-115
1.000 123-090
1.618 123-050
2.618 122-305
4.250 122-199
Fisher Pivots for day following 10-Sep-2021
Pivot 1 day 3 day
R1 123-188 123-196
PP 123-183 123-189
S1 123-179 123-182

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

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