ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
121-255 |
121-278 |
0-022 |
0.1% |
122-128 |
| High |
122-010 |
122-015 |
0-005 |
0.0% |
122-150 |
| Low |
121-255 |
121-228 |
-0-028 |
-0.1% |
122-005 |
| Close |
121-292 |
121-308 |
0-015 |
0.0% |
122-022 |
| Range |
0-075 |
0-108 |
0-032 |
43.3% |
0-145 |
| ATR |
0-090 |
0-091 |
0-001 |
1.4% |
0-000 |
| Volume |
980,429 |
928,212 |
-52,217 |
-5.3% |
4,672,570 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-292 |
122-248 |
122-047 |
|
| R3 |
122-185 |
122-140 |
122-017 |
|
| R2 |
122-078 |
122-078 |
122-007 |
|
| R1 |
122-032 |
122-032 |
121-317 |
122-055 |
| PP |
121-290 |
121-290 |
121-290 |
121-301 |
| S1 |
121-245 |
121-245 |
121-298 |
121-268 |
| S2 |
121-182 |
121-182 |
121-288 |
|
| S3 |
121-075 |
121-138 |
121-278 |
|
| S4 |
120-288 |
121-030 |
121-248 |
|
|
| 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% |
0-100 |
0.3% |
37% |
False |
False |
1,086,090 |
| 10 |
122-262 |
121-212 |
1-050 |
0.9% |
0-095 |
0.2% |
26% |
False |
False |
968,179 |
| 20 |
123-112 |
121-212 |
1-220 |
1.4% |
0-092 |
0.2% |
18% |
False |
False |
988,058 |
| 40 |
123-300 |
121-212 |
2-088 |
1.9% |
0-082 |
0.2% |
13% |
False |
False |
955,035 |
| 60 |
124-168 |
121-212 |
2-275 |
2.3% |
0-081 |
0.2% |
10% |
False |
False |
663,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-152 |
|
2.618 |
122-296 |
|
1.618 |
122-189 |
|
1.000 |
122-122 |
|
0.618 |
122-081 |
|
HIGH |
122-015 |
|
0.618 |
121-294 |
|
0.500 |
121-281 |
|
0.382 |
121-269 |
|
LOW |
121-228 |
|
0.618 |
121-161 |
|
1.000 |
121-120 |
|
1.618 |
121-054 |
|
2.618 |
120-266 |
|
4.250 |
120-091 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-299 |
121-296 |
| PP |
121-290 |
121-285 |
| S1 |
121-281 |
121-274 |
|