ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 07-Oct-2021

Day Change Summary
	Previous	Current
	06-Oct-2021	07-Oct-2021	Change	Change %	Previous Week
Open	122-272	122-255	-0-018	0.0%	122-270
High	122-272	122-262	-0-010	0.0%	123-028
Low	122-210	122-185	-0-025	-0.1%	122-155
Close	122-255	122-198	-0-058	-0.1%	123-020
Range	0-062	0-078	0-015	24.0%	0-192
ATR	0-082	0-082	0-000	-0.4%	0-000
Volume	812,532	694,018	-118,514	-14.6%	5,525,552

Daily Pivots for day following 07-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-128	123-080	122-240
R3	123-050	123-002	122-219
R2	122-292	122-292	122-212
R1	122-245	122-245	122-205	122-230
PP	122-215	122-215	122-215	122-208
S1	122-168	122-168	122-190	122-152
S2	122-138	122-138	122-183
S3	122-060	122-090	122-176
S4	121-302	122-012	122-155

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	122-185	0-178	0.5%	0-076	0.2%	7%	False	True	814,525
10	123-042	122-155	0-208	0.5%	0-080	0.2%	20%	False	False	940,431
20	123-252	122-155	1-098	1.1%	0-083	0.2%	10%	False	False	905,840
40	123-300	122-155	1-145	1.2%	0-076	0.2%	9%	False	False	769,214

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-272
2.618	123-145
1.618	123-068
1.000	123-020
0.618	122-310
HIGH	122-262
0.618	122-233
0.500	122-224
0.382	122-215
LOW	122-185
0.618	122-137
1.000	122-108
1.618	122-060
2.618	121-302
4.250	121-176

Fisher Pivots for day following 07-Oct-2021
Pivot	1 day	3 day
R1	122-224	122-251
PP	122-215	122-233
S1	122-206	122-215

Download as Excel Spreadsheet

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

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