ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 29-Sep-2021

Day Change Summary
	Previous	Current
	28-Sep-2021	29-Sep-2021	Change	Change %	Previous Week
Open	122-222	122-188	-0-035	-0.1%	123-098
High	122-240	122-250	0-010	0.0%	123-188
Low	122-155	122-170	0-015	0.0%	122-252
Close	122-188	122-210	0-022	0.1%	122-262
Range	0-085	0-080	-0-005	-5.9%	0-255
ATR	0-082	0-082	0-000	-0.2%	0-000
Volume	1,300,305	1,004,662	-295,643	-22.7%	4,877,170

Daily Pivots for day following 29-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-130	123-090	122-254
R3	123-050	123-010	122-232
R2	122-290	122-290	122-225
R1	122-250	122-250	122-217	122-270
PP	122-210	122-210	122-210	122-220
S1	122-170	122-170	122-203	122-190
S2	122-130	122-130	122-195
S3	122-050	122-090	122-188
S4	121-290	122-010	122-166

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	123-112	122-155	0-278	0.7%	0-098	0.2%	20%	False	False	1,120,229
10	123-205	122-155	1-050	0.9%	0-092	0.2%	15%	False	False	994,088
20	123-300	122-155	1-145	1.2%	0-079	0.2%	12%	False	False	850,342
40	124-168	122-155	2-012	1.7%	0-080	0.2%	8%	False	False	640,642

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	123-270
2.618	123-139
1.618	123-059
1.000	123-010
0.618	122-299
HIGH	122-250
0.618	122-219
0.500	122-210
0.382	122-201
LOW	122-170
0.618	122-121
1.000	122-090
1.618	122-041
2.618	121-281
4.250	121-150

Fisher Pivots for day following 29-Sep-2021
Pivot	1 day	3 day
R1	122-210	122-224
PP	122-210	122-219
S1	122-210	122-215

Download as Excel Spreadsheet

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

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