ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 01-Oct-2021

Day Change Summary
	Previous	Current
	30-Sep-2021	01-Oct-2021	Change	Change %	Previous Week
Open	122-245	122-278	0-032	0.1%	122-270
High	122-282	123-028	0-065	0.2%	123-028
Low	122-182	122-258	0-075	0.2%	122-155
Close	122-238	123-020	0-102	0.3%	123-020
Range	0-100	0-090	-0-010	-10.0%	0-192
ATR	0-083	0-085	0-002	2.3%	0-000
Volume	1,099,614	1,070,146	-29,468	-2.7%	5,525,552

Daily Pivots for day following 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-265	123-232	123-070
R3	123-175	123-142	123-045
R2	123-085	123-085	123-036
R1	123-052	123-052	123-028	123-069
PP	122-315	122-315	122-315	123-003
S1	122-282	122-282	123-012	122-299
S2	122-225	122-225	123-004
S3	122-135	122-192	122-315
S4	122-045	122-102	122-290

Weekly Pivots for week ending 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-218	124-152	123-126
R3	124-026	123-279	123-073
R2	123-153	123-153	123-055
R1	123-087	123-087	123-038	123-120
PP	122-281	122-281	122-281	122-298
S1	122-214	122-214	123-002	122-248
S2	122-088	122-088	122-305
S3	121-216	122-022	122-287
S4	121-023	121-149	122-234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-028	122-155	0-192	0.5%	0-088	0.2%	96%	True	False	1,105,110
10	123-188	122-155	1-032	0.9%	0-094	0.2%	52%	False	False	1,040,272
20	123-300	122-155	1-145	1.2%	0-083	0.2%	40%	False	False	893,038
40	123-300	122-155	1-145	1.2%	0-078	0.2%	40%	False	False	694,807

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-090
2.618	123-263
1.618	123-173
1.000	123-118
0.618	123-083
HIGH	123-028
0.618	122-313
0.500	122-302
0.382	122-292
LOW	122-258
0.618	122-202
1.000	122-168
1.618	122-112
2.618	122-022
4.250	121-195

Fisher Pivots for day following 01-Oct-2021
Pivot	1 day	3 day
R1	123-008	122-313
PP	122-315	122-286
S1	122-302	122-259

Download as Excel Spreadsheet

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

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