ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 27-Sep-2021

Day Change Summary
	Previous	Current
	24-Sep-2021	27-Sep-2021	Change	Change %	Previous Week
Open	122-275	122-270	-0-005	0.0%	123-098
High	123-008	122-292	-0-035	-0.1%	123-188
Low	122-252	122-205	-0-048	-0.1%	122-252
Close	122-262	122-228	-0-035	-0.1%	122-262
Range	0-075	0-088	0-012	16.7%	0-255
ATR	0-081	0-082	0-000	0.5%	0-000
Volume	876,276	1,050,825	174,549	19.9%	4,877,170

Daily Pivots for day following 27-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-184	123-133	122-276
R3	123-097	123-046	122-252
R2	123-009	123-009	122-244
R1	122-278	122-278	122-236	122-260
PP	122-242	122-242	122-242	122-232
S1	122-191	122-191	122-219	122-172
S2	122-154	122-154	122-211
S3	122-067	122-103	122-203
S4	121-299	122-016	122-179

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	122-205	0-302	0.8%	0-100	0.3%	7%	False	True	1,043,998
10	123-252	122-205	1-048	0.9%	0-090	0.2%	6%	False	True	942,659
20	123-300	122-205	1-095	1.1%	0-076	0.2%	5%	False	True	823,194
40	124-168	122-205	1-282	1.5%	0-078	0.2%	4%	False	True	583,024

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-024
2.618	123-202
1.618	123-114
1.000	123-060
0.618	123-027
HIGH	122-292
0.618	122-259
0.500	122-249
0.382	122-238
LOW	122-205
0.618	122-151
1.000	122-118
1.618	122-063
2.618	121-296
4.250	121-153

Fisher Pivots for day following 27-Sep-2021
Pivot	1 day	3 day
R1	122-249	122-319
PP	122-242	122-288
S1	122-235	122-258

Download as Excel Spreadsheet

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

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