ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	123-110	122-275	-0-155	-0.4%	123-098
High	123-112	123-008	-0-105	-0.3%	123-188
Low	122-272	122-252	-0-020	-0.1%	122-252
Close	122-308	122-262	-0-045	-0.1%	122-262
Range	0-160	0-075	-0-085	-53.1%	0-255
ATR	0-082	0-081	0-000	-0.6%	0-000
Volume	1,369,079	876,276	-492,803	-36.0%	4,877,170

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-186	123-139	122-304
R3	123-111	123-064	122-283
R2	123-036	123-036	122-276
R1	122-309	122-309	122-269	122-295
PP	122-281	122-281	122-281	122-274
S1	122-234	122-234	122-256	122-220
S2	122-206	122-206	122-249
S3	122-131	122-159	122-242
S4	122-056	122-084	122-221

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-146	124-299	123-083
R3	124-211	124-044	123-013
R2	123-276	123-276	122-309
R1	123-109	123-109	122-286	123-065
PP	123-021	123-021	123-021	122-319
S1	122-174	122-174	122-239	122-130
S2	122-086	122-086	122-216
S3	121-151	121-239	122-192
S4	120-216	120-304	122-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-188	122-252	0-255	0.6%	0-100	0.3%	4%	False	True	975,434
10	123-252	122-252	1-000	0.8%	0-087	0.2%	3%	False	True	888,558
20	123-300	122-252	1-048	0.9%	0-078	0.2%	3%	False	True	825,262
40	124-168	122-252	1-235	1.4%	0-078	0.2%	2%	False	True	556,792

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 3 trading days

Fibonacci Retracements and Extensions
4.250	124-006
2.618	123-204
1.618	123-129
1.000	123-082
0.618	123-054
HIGH	123-008
0.618	122-299
0.500	122-290
0.382	122-281
LOW	122-252
0.618	122-206
1.000	122-178
1.618	122-131
2.618	122-056
4.250	121-254

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	122-290	123-051
PP	122-281	123-015
S1	122-272	122-299

Download as Excel Spreadsheet

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

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