ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 21-Sep-2021
Day Change Summary
Previous Current
20-Sep-2021 21-Sep-2021 Change Change % Previous Week
Open 123-098 123-155 0-058 0.1% 123-175
High 123-180 123-188 0-008 0.0% 123-252
Low 123-088 123-112 0-025 0.1% 123-065
Close 123-165 123-152 -0-012 0.0% 123-090
Range 0-092 0-075 -0-018 -18.9% 0-188
ATR 0-074 0-074 0-000 0.1% 0-000
Volume 708,003 780,189 72,186 10.2% 4,008,419
Daily Pivots for day following 21-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-056 124-019 123-194
R3 123-301 123-264 123-173
R2 123-226 123-226 123-166
R1 123-189 123-189 123-159 123-170
PP 123-151 123-151 123-151 123-141
S1 123-114 123-114 123-146 123-095
S2 123-076 123-076 123-139
S3 123-001 123-039 123-132
S4 122-246 122-284 123-111
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 125-058 124-262 123-193
R3 124-191 124-074 123-142
R2 124-003 124-003 123-124
R1 123-207 123-207 123-107 123-171
PP 123-136 123-136 123-136 123-118
S1 123-019 123-019 123-073 122-304
S2 122-268 122-268 123-056
S3 122-081 122-152 123-038
S4 121-213 121-284 122-307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-232 123-065 0-168 0.4% 0-076 0.2% 52% False False 805,565
10 123-252 123-065 0-188 0.5% 0-072 0.2% 47% False False 759,038
20 123-300 123-065 0-235 0.6% 0-070 0.2% 37% False False 904,642
40 124-168 123-065 1-102 1.1% 0-075 0.2% 21% False False 472,673
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 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-186
2.618 124-064
1.618 123-309
1.000 123-262
0.618 123-234
HIGH 123-188
0.618 123-159
0.500 123-150
0.382 123-141
LOW 123-112
0.618 123-066
1.000 123-038
1.618 122-311
2.618 122-236
4.250 122-114
Fisher Pivots for day following 21-Sep-2021
Pivot 1 day 3 day
R1 123-152 123-144
PP 123-151 123-135
S1 123-150 123-126

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

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