ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 14-Sep-2021
Day Change Summary
Previous Current
13-Sep-2021 14-Sep-2021 Change Change % Previous Week
Open 123-175 123-185 0-010 0.0% 123-220
High 123-212 123-252 0-040 0.1% 123-238
Low 123-158 123-155 -0-002 0.0% 123-148
Close 123-192 123-228 0-035 0.1% 123-175
Range 0-055 0-098 0-042 77.3% 0-090
ATR 0-071 0-073 0-002 2.7% 0-000
Volume 509,816 958,969 449,153 88.1% 2,714,470
Daily Pivots for day following 14-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-184 124-143 123-281
R3 124-087 124-046 123-254
R2 123-309 123-309 123-245
R1 123-268 123-268 123-236 123-289
PP 123-212 123-212 123-212 123-222
S1 123-171 123-171 123-219 123-191
S2 123-114 123-114 123-210
S3 123-017 123-073 123-201
S4 122-239 122-296 123-174
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
5 123-252 123-155 0-098 0.2% 0-068 0.2% 74% True True 712,512
10 123-300 123-148 0-152 0.4% 0-065 0.2% 52% False False 729,442
20 123-300 123-070 0-230 0.6% 0-068 0.2% 68% False False 740,023
40 124-168 123-065 1-102 1.1% 0-076 0.2% 38% False False 372,015
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 125-027
2.618 124-188
1.618 124-090
1.000 124-030
0.618 123-313
HIGH 123-252
0.618 123-215
0.500 123-204
0.382 123-192
LOW 123-155
0.618 123-095
1.000 123-058
1.618 122-317
2.618 122-220
4.250 122-061
Fisher Pivots for day following 14-Sep-2021
Pivot 1 day 3 day
R1 123-220 123-220
PP 123-212 123-212
S1 123-204 123-204

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

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