ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 08-Oct-2021

Day Change Summary
	Previous	Current
	07-Oct-2021	08-Oct-2021	Change	Change %	Previous Week
Open	122-255	122-192	-0-062	-0.2%	123-028
High	122-262	122-240	-0-022	-0.1%	123-042
Low	122-185	122-130	-0-055	-0.1%	122-130
Close	122-198	122-152	-0-045	-0.1%	122-152
Range	0-078	0-110	0-032	41.9%	0-232
ATR	0-082	0-084	0-002	2.5%	0-000
Volume	694,018	1,025,345	331,327	47.7%	4,027,827

Daily Pivots for day following 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-184	123-118	122-213
R3	123-074	123-008	122-183
R2	122-284	122-284	122-173
R1	122-218	122-218	122-163	122-196
PP	122-174	122-174	122-174	122-163
S1	122-108	122-108	122-142	122-086
S2	122-064	122-064	122-132
S3	121-274	121-318	122-122
S4	121-164	121-208	122-092

Weekly Pivots for week ending 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-272	124-125	122-280
R3	124-040	123-212	122-216
R2	123-128	123-128	122-195
R1	122-300	122-300	122-174	122-258
PP	122-215	122-215	122-215	122-194
S1	122-068	122-068	122-131	122-025
S2	121-302	121-302	122-110
S3	121-070	121-155	122-089
S4	120-158	120-242	122-025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-042	122-130	0-232	0.6%	0-080	0.2%	10%	False	True	805,565
10	123-042	122-130	0-232	0.6%	0-084	0.2%	10%	False	True	955,337
20	123-252	122-130	1-122	1.1%	0-086	0.2%	5%	False	True	921,948
40	123-300	122-130	1-170	1.3%	0-077	0.2%	5%	False	True	794,780

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	124-068
2.618	123-208
1.618	123-098
1.000	123-030
0.618	122-308
HIGH	122-240
0.618	122-198
0.500	122-185
0.382	122-172
LOW	122-130
0.618	122-062
1.000	122-020
1.618	121-272
2.618	121-162
4.250	120-302

Fisher Pivots for day following 08-Oct-2021
Pivot	1 day	3 day
R1	122-185	122-201
PP	122-174	122-185
S1	122-163	122-169

Download as Excel Spreadsheet

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

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