ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 28-Sep-2021

Day Change Summary
	Previous	Current
	27-Sep-2021	28-Sep-2021	Change	Change %	Previous Week
Open	122-270	122-222	-0-048	-0.1%	123-098
High	122-292	122-240	-0-052	-0.1%	123-188
Low	122-205	122-155	-0-050	-0.1%	122-252
Close	122-228	122-188	-0-040	-0.1%	122-262
Range	0-088	0-085	-0-002	-2.9%	0-255
ATR	0-082	0-082	0-000	0.3%	0-000
Volume	1,050,825	1,300,305	249,480	23.7%	4,877,170

Daily Pivots for day following 28-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-129	123-083	122-234
R3	123-044	122-318	122-211
R2	122-279	122-279	122-203
R1	122-233	122-233	122-195	122-214
PP	122-194	122-194	122-194	122-184
S1	122-148	122-148	122-180	122-129
S2	122-109	122-109	122-172
S3	122-024	122-063	122-164
S4	121-259	121-298	122-141

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	123-170	122-155	1-015	0.9%	0-102	0.3%	10%	False	True	1,148,021
10	123-232	122-155	1-078	1.0%	0-089	0.2%	8%	False	True	976,793
20	123-300	122-155	1-145	1.2%	0-077	0.2%	7%	False	True	853,118
40	124-168	122-155	2-012	1.7%	0-079	0.2%	5%	False	True	615,529

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 2 trading days

Fibonacci Retracements and Extensions
4.250	123-281
2.618	123-143
1.618	123-058
1.000	123-005
0.618	122-293
HIGH	122-240
0.618	122-208
0.500	122-198
0.382	122-187
LOW	122-155
0.618	122-102
1.000	122-070
1.618	122-017
2.618	121-252
4.250	121-114

Fisher Pivots for day following 28-Sep-2021
Pivot	1 day	3 day
R1	122-198	122-241
PP	122-194	122-223
S1	122-191	122-205

Download as Excel Spreadsheet

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

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