ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 18-Oct-2021
Day Change Summary
Previous Current
15-Oct-2021 18-Oct-2021 Change Change % Previous Week
Open 122-128 122-005 -0-122 -0.3% 122-128
High 122-132 122-010 -0-122 -0.3% 122-150
Low 122-010 121-212 -0-118 -0.3% 122-005
Close 122-022 121-275 -0-068 -0.2% 122-022
Range 0-122 0-118 -0-005 -4.1% 0-145
ATR 0-088 0-091 0-003 3.4% 0-000
Volume 1,045,892 1,381,220 335,328 32.1% 4,672,570
Daily Pivots for day following 18-Oct-2021
Classic Woodie Camarilla DeMark
R4 122-305 122-248 122-020
R3 122-188 122-130 121-307
R2 122-070 122-070 121-297
R1 122-012 122-012 121-286 121-302
PP 121-272 121-272 121-272 121-258
S1 121-215 121-215 121-264 121-185
S2 121-155 121-155 121-253
S3 121-038 121-098 121-243
S4 120-240 120-300 121-210
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
5 122-150 121-212 0-258 0.7% 0-102 0.3% 24% False True 1,165,139
10 122-318 121-212 1-105 1.1% 0-090 0.2% 15% False True 929,338
20 123-188 121-212 1-295 1.6% 0-092 0.2% 10% False True 988,816
40 123-300 121-212 2-088 1.9% 0-080 0.2% 9% False True 941,957
60 124-168 121-212 2-275 2.3% 0-080 0.2% 7% False True 631,738
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-189
2.618 122-318
1.618 122-200
1.000 122-128
0.618 122-083
HIGH 122-010
0.618 121-285
0.500 121-271
0.382 121-257
LOW 121-212
0.618 121-140
1.000 121-095
1.618 121-022
2.618 120-225
4.250 120-033
Fisher Pivots for day following 18-Oct-2021
Pivot 1 day 3 day
R1 121-274 122-021
PP 121-272 121-319
S1 121-271 121-297

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

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