ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
122-128 |
122-075 |
-0-052 |
-0.1% |
123-028 |
| High |
122-132 |
122-132 |
0-000 |
0.0% |
123-042 |
| Low |
122-065 |
122-068 |
0-002 |
0.0% |
122-130 |
| Close |
122-075 |
122-105 |
0-030 |
0.1% |
122-152 |
| Range |
0-068 |
0-065 |
-0-002 |
-3.7% |
0-232 |
| ATR |
0-084 |
0-083 |
-0-001 |
-1.6% |
0-000 |
| Volume |
228,094 |
1,033,335 |
805,241 |
353.0% |
4,027,827 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-297 |
122-266 |
122-141 |
|
| R3 |
122-232 |
122-201 |
122-123 |
|
| R2 |
122-167 |
122-167 |
122-117 |
|
| R1 |
122-136 |
122-136 |
122-111 |
122-151 |
| PP |
122-102 |
122-102 |
122-102 |
122-109 |
| S1 |
122-071 |
122-071 |
122-099 |
122-086 |
| S2 |
122-037 |
122-037 |
122-093 |
|
| S3 |
121-292 |
122-006 |
122-087 |
|
| S4 |
121-227 |
121-261 |
122-069 |
|
|
| 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 |
122-272 |
122-065 |
0-208 |
0.5% |
0-076 |
0.2% |
19% |
False |
False |
758,664 |
| 10 |
123-042 |
122-065 |
0-298 |
0.8% |
0-080 |
0.2% |
13% |
False |
False |
846,367 |
| 20 |
123-232 |
122-065 |
1-168 |
1.2% |
0-084 |
0.2% |
8% |
False |
False |
911,580 |
| 40 |
123-300 |
122-065 |
1-235 |
1.4% |
0-076 |
0.2% |
7% |
False |
False |
825,802 |
| 60 |
124-168 |
122-065 |
2-102 |
1.9% |
0-079 |
0.2% |
5% |
False |
False |
551,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-089 |
|
2.618 |
122-303 |
|
1.618 |
122-238 |
|
1.000 |
122-198 |
|
0.618 |
122-173 |
|
HIGH |
122-132 |
|
0.618 |
122-108 |
|
0.500 |
122-100 |
|
0.382 |
122-092 |
|
LOW |
122-068 |
|
0.618 |
122-027 |
|
1.000 |
122-002 |
|
1.618 |
121-282 |
|
2.618 |
121-217 |
|
4.250 |
121-111 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
122-103 |
122-152 |
| PP |
122-102 |
122-137 |
| S1 |
122-100 |
122-121 |
|