ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 15-Oct-2021
Day Change Summary
Previous Current
14-Oct-2021 15-Oct-2021 Change Change % Previous Week
Open 122-095 122-128 0-032 0.1% 122-128
High 122-150 122-132 -0-018 0.0% 122-150
Low 122-075 122-010 -0-065 -0.2% 122-005
Close 122-132 122-022 -0-110 -0.3% 122-022
Range 0-075 0-122 0-048 63.3% 0-145
ATR 0-086 0-088 0-003 3.1% 0-000
Volume 1,094,701 1,045,892 -48,809 -4.5% 4,672,570
Daily Pivots for day following 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 123-102 123-025 122-090
R3 122-300 122-222 122-056
R2 122-178 122-178 122-045
R1 122-100 122-100 122-034 122-078
PP 122-055 122-055 122-055 122-044
S1 121-298 121-298 122-011 121-275
S2 121-252 121-252 122-000
S3 121-130 121-175 121-309
S4 121-008 121-052 121-275
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 123-174 123-083 122-102
R3 123-029 122-258 122-062
R2 122-204 122-204 122-049
R1 122-113 122-113 122-036 122-086
PP 122-059 122-059 122-059 122-046
S1 121-288 121-288 122-009 121-261
S2 121-234 121-234 121-316
S3 121-089 121-143 121-303
S4 120-264 120-318 121-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-150 122-005 0-145 0.4% 0-092 0.2% 12% False False 934,514
10 123-042 122-005 1-038 0.9% 0-086 0.2% 5% False False 870,039
20 123-188 122-005 1-182 1.3% 0-090 0.2% 3% False False 955,155
40 123-300 122-005 1-295 1.6% 0-079 0.2% 3% False False 909,472
60 124-168 122-005 2-162 2.1% 0-079 0.2% 2% False False 608,722
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-013
2.618 123-133
1.618 123-011
1.000 122-255
0.618 122-208
HIGH 122-132
0.618 122-086
0.500 122-071
0.382 122-057
LOW 122-010
0.618 121-254
1.000 121-208
1.618 121-132
2.618 121-009
4.250 120-129
Fisher Pivots for day following 15-Oct-2021
Pivot 1 day 3 day
R1 122-071 122-078
PP 122-055 122-059
S1 122-039 122-041

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

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