ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 15-Sep-2021
Day Change Summary
Previous Current
14-Sep-2021 15-Sep-2021 Change Change % Previous Week
Open 123-185 123-215 0-030 0.1% 123-220
High 123-252 123-232 -0-020 -0.1% 123-238
Low 123-155 123-180 0-025 0.1% 123-148
Close 123-228 123-195 -0-032 -0.1% 123-175
Range 0-098 0-052 -0-045 -46.2% 0-090
ATR 0-073 0-071 -0-001 -2.0% 0-000
Volume 958,969 831,707 -127,262 -13.3% 2,714,470
Daily Pivots for day following 15-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-040 124-010 123-224
R3 123-308 123-278 123-209
R2 123-255 123-255 123-205
R1 123-225 123-225 123-200 123-214
PP 123-202 123-202 123-202 123-197
S1 123-172 123-172 123-190 123-161
S2 123-150 123-150 123-185
S3 123-098 123-120 123-181
S4 123-045 123-068 123-166
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% 41% False False 747,450
10 123-300 123-148 0-152 0.4% 0-066 0.2% 31% False False 706,596
20 123-300 123-070 0-230 0.6% 0-066 0.2% 54% False False 780,735
40 124-168 123-065 1-102 1.1% 0-074 0.2% 31% False False 392,808
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-136
2.618 124-050
1.618 123-317
1.000 123-285
0.618 123-265
HIGH 123-232
0.618 123-212
0.500 123-206
0.382 123-200
LOW 123-180
0.618 123-148
1.000 123-128
1.618 123-095
2.618 123-043
4.250 122-277
Fisher Pivots for day following 15-Sep-2021
Pivot 1 day 3 day
R1 123-206 123-204
PP 123-202 123-201
S1 123-199 123-198

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

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