ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 05-Oct-2021

Day Change Summary
	Previous	Current
	04-Oct-2021	05-Oct-2021	Change	Change %	Previous Week
Open	123-028	122-318	-0-030	-0.1%	122-270
High	123-042	122-318	-0-045	-0.1%	123-028
Low	122-285	122-248	-0-038	-0.1%	122-155
Close	122-315	122-270	-0-045	-0.1%	123-020
Range	0-078	0-070	-0-008	-9.7%	0-192
ATR	0-085	0-084	-0-001	-1.2%	0-000
Volume	788,232	707,700	-80,532	-10.2%	5,525,552

Daily Pivots for day following 05-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-168	123-129	122-308
R3	123-098	123-059	122-289
R2	123-028	123-028	122-283
R1	122-309	122-309	122-276	122-294
PP	122-278	122-278	122-278	122-271
S1	122-239	122-239	122-264	122-224
S2	122-208	122-208	122-257
S3	122-138	122-169	122-251
S4	122-068	122-099	122-232

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	122-170	0-192	0.5%	0-084	0.2%	52%	False	False	934,070
10	123-170	122-155	1-015	0.9%	0-092	0.2%	34%	False	False	1,041,046
20	123-252	122-155	1-098	1.1%	0-082	0.2%	28%	False	False	900,042
40	123-300	122-155	1-145	1.2%	0-077	0.2%	25%	False	False	731,919

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-018
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	123-295
2.618	123-181
1.618	123-111
1.000	123-068
0.618	123-041
HIGH	122-318
0.618	122-291
0.500	122-282
0.382	122-274
LOW	122-248
0.618	122-204
1.000	122-178
1.618	122-134
2.618	122-064
4.250	121-270

Fisher Pivots for day following 05-Oct-2021
Pivot	1 day	3 day
R1	122-282	122-305
PP	122-278	122-293
S1	122-274	122-282

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

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