ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 11-Oct-2021

Day Change Summary
	Previous	Current
	08-Oct-2021	11-Oct-2021	Change	Change %	Previous Week
Open	122-192	122-128	-0-065	-0.2%	123-028
High	122-240	122-132	-0-108	-0.3%	123-042
Low	122-130	122-065	-0-065	-0.2%	122-130
Close	122-152	122-075	-0-078	-0.2%	122-152
Range	0-110	0-068	-0-042	-38.6%	0-232
ATR	0-084	0-084	0-000	0.3%	0-000
Volume	1,025,345	228,094	-797,251	-77.8%	4,027,827

Daily Pivots for day following 11-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	122-293	122-252	122-112
R3	122-226	122-184	122-094
R2	122-158	122-158	122-087
R1	122-117	122-117	122-081	122-104
PP	122-091	122-091	122-091	122-084
S1	122-049	122-049	122-069	122-036
S2	122-023	122-023	122-063
S3	121-276	121-302	122-056
S4	121-208	121-234	122-038

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	122-318	122-065	0-252	0.6%	0-078	0.2%	4%	False	True	693,537
10	123-042	122-065	0-298	0.8%	0-082	0.2%	3%	False	True	873,064
20	123-252	122-065	1-188	1.3%	0-086	0.2%	2%	False	True	907,862
40	123-300	122-065	1-235	1.4%	0-077	0.2%	2%	False	True	800,381

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-099
2.618	122-309
1.618	122-242
1.000	122-200
0.618	122-174
HIGH	122-132
0.618	122-107
0.500	122-099
0.382	122-091
LOW	122-065
0.618	122-023
1.000	121-318
1.618	121-276
2.618	121-208
4.250	121-098

Fisher Pivots for day following 11-Oct-2021
Pivot	1 day	3 day
R1	122-099	122-164
PP	122-091	122-134
S1	122-083	122-105

Download as Excel Spreadsheet

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

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