ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 04-Oct-2021

Day Change Summary
	Previous	Current
	01-Oct-2021	04-Oct-2021	Change	Change %	Previous Week
Open	122-278	123-028	0-070	0.2%	122-270
High	123-028	123-042	0-015	0.0%	123-028
Low	122-258	122-285	0-028	0.1%	122-155
Close	123-020	122-315	-0-025	-0.1%	123-020
Range	0-090	0-078	-0-012	-13.9%	0-192
ATR	0-085	0-085	-0-001	-0.6%	0-000
Volume	1,070,146	788,232	-281,914	-26.3%	5,525,552

Daily Pivots for day following 04-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-233	123-192	123-038
R3	123-156	123-114	123-016
R2	123-078	123-078	123-009
R1	123-037	123-037	123-002	123-019
PP	123-001	123-001	123-001	122-312
S1	122-279	122-279	122-308	122-261
S2	122-243	122-243	122-301
S3	122-166	122-202	122-294
S4	122-088	122-124	122-272

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	123-042	122-155	0-208	0.5%	0-086	0.2%	77%	True	False	1,052,591
10	123-188	122-155	1-032	0.9%	0-093	0.2%	45%	False	False	1,048,295
20	123-252	122-155	1-098	1.1%	0-082	0.2%	38%	False	False	895,692
40	123-300	122-155	1-145	1.2%	0-078	0.2%	34%	False	False	714,421

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-021
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	124-052
2.618	123-245
1.618	123-168
1.000	123-120
0.618	123-090
HIGH	123-042
0.618	123-013
0.500	123-004
0.382	122-315
LOW	122-285
0.618	122-237
1.000	122-208
1.618	122-160
2.618	122-082
4.250	121-276

Fisher Pivots for day following 04-Oct-2021
Pivot	1 day	3 day
R1	123-004	122-301
PP	123-001	122-287
S1	122-318	122-272

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

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