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 |
|
|
|
|
|
|
| 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 |
|