ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 06-Oct-2021

Day Change Summary
	Previous	Current
	05-Oct-2021	06-Oct-2021	Change	Change %	Previous Week
Open	122-318	122-272	-0-045	-0.1%	122-270
High	122-318	122-272	-0-045	-0.1%	123-028
Low	122-248	122-210	-0-038	-0.1%	122-155
Close	122-270	122-255	-0-015	0.0%	123-020
Range	0-070	0-062	-0-008	-10.7%	0-192
ATR	0-084	0-082	-0-002	-1.8%	0-000
Volume	707,700	812,532	104,832	14.8%	5,525,552

Daily Pivots for day following 06-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-113	123-087	122-289
R3	123-051	123-024	122-272
R2	122-308	122-308	122-266
R1	122-282	122-282	122-261	122-264
PP	122-246	122-246	122-246	122-237
S1	122-219	122-219	122-249	122-201
S2	122-183	122-183	122-244
S3	122-121	122-157	122-238
S4	122-058	122-094	122-221

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	122-182	0-180	0.5%	0-080	0.2%	40%	False	False	895,644
10	123-112	122-155	0-278	0.7%	0-089	0.2%	36%	False	False	1,007,937
20	123-252	122-155	1-098	1.1%	0-083	0.2%	24%	False	False	907,818
40	123-300	122-155	1-145	1.2%	0-077	0.2%	22%	False	False	752,125

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	0-016
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	123-218
2.618	123-116
1.618	123-054
1.000	123-015
0.618	122-311
HIGH	122-272
0.618	122-249
0.500	122-241
0.382	122-234
LOW	122-210
0.618	122-171
1.000	122-148
1.618	122-109
2.618	122-046
4.250	121-264

Fisher Pivots for day following 06-Oct-2021
Pivot	1 day	3 day
R1	122-250	122-286
PP	122-246	122-276
S1	122-241	122-265

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

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