ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 21-Oct-2021

Day Change Summary
	Previous	Current
	20-Oct-2021	21-Oct-2021	Change	Change %	Previous Week
Open	121-278	121-275	-0-002	0.0%	122-128
High	122-015	121-290	-0-045	-0.1%	122-150
Low	121-228	121-142	-0-085	-0.2%	122-005
Close	121-308	121-195	-0-112	-0.3%	122-022
Range	0-108	0-148	0-040	37.2%	0-145
ATR	0-091	0-097	0-005	5.7%	0-000
Volume	928,212	1,116,683	188,471	20.3%	4,672,570

Daily Pivots for day following 21-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-012	122-251	121-276
R3	122-184	122-103	121-236
R2	122-037	122-037	121-222
R1	121-276	121-276	121-209	121-242
PP	121-209	121-209	121-209	121-192
S1	121-128	121-128	121-181	121-095
S2	121-062	121-062	121-168
S3	120-234	120-301	121-154
S4	120-087	120-153	121-114

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	122-132	121-142	0-310	0.8%	0-114	0.3%	17%	False	True	1,090,487
10	122-240	121-142	1-098	1.1%	0-102	0.3%	13%	False	True	1,010,445
20	123-042	121-142	1-220	1.4%	0-091	0.2%	10%	False	True	975,438
40	123-300	121-142	2-158	2.0%	0-084	0.2%	7%	False	True	925,881
60	124-168	121-142	3-025	2.5%	0-082	0.2%	5%	False	True	682,138

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	123-277
2.618	123-036
1.618	122-209
1.000	122-118
0.618	122-061
HIGH	121-290
0.618	121-234
0.500	121-216
0.382	121-199
LOW	121-142
0.618	121-051
1.000	120-315
1.618	120-224
2.618	120-076
4.250	119-156

Fisher Pivots for day following 21-Oct-2021
Pivot	1 day	3 day
R1	121-216	121-239
PP	121-209	121-224
S1	121-202	121-210

Download as Excel Spreadsheet

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

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