ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 30-Sep-2021

Day Change Summary
	Previous	Current
	29-Sep-2021	30-Sep-2021	Change	Change %	Previous Week
Open	122-188	122-245	0-058	0.1%	123-098
High	122-250	122-282	0-032	0.1%	123-188
Low	122-170	122-182	0-012	0.0%	122-252
Close	122-210	122-238	0-028	0.1%	122-262
Range	0-080	0-100	0-020	25.0%	0-255
ATR	0-082	0-083	0-001	1.6%	0-000
Volume	1,004,662	1,099,614	94,952	9.5%	4,877,170

Daily Pivots for day following 30-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-214	123-166	122-292
R3	123-114	123-066	122-265
R2	123-014	123-014	122-256
R1	122-286	122-286	122-247	122-260
PP	122-234	122-234	122-234	122-221
S1	122-186	122-186	122-228	122-160
S2	122-134	122-134	122-219
S3	122-034	122-086	122-210
S4	121-254	121-306	122-182

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	123-008	122-155	0-172	0.4%	0-086	0.2%	48%	False	False	1,066,336
10	123-188	122-155	1-032	0.9%	0-093	0.2%	23%	False	False	1,019,376
20	123-300	122-155	1-145	1.2%	0-080	0.2%	18%	False	False	864,499
40	124-042	122-155	1-208	1.3%	0-078	0.2%	16%	False	False	668,091

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-068
2.618	123-224
1.618	123-124
1.000	123-062
0.618	123-024
HIGH	122-282
0.618	122-244
0.500	122-232
0.382	122-221
LOW	122-182
0.618	122-121
1.000	122-082
1.618	122-021
2.618	121-241
4.250	121-078

Fisher Pivots for day following 30-Sep-2021
Pivot	1 day	3 day
R1	122-236	122-231
PP	122-234	122-225
S1	122-232	122-219

Download as Excel Spreadsheet

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

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