ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 22-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
121-275 |
121-148 |
-0-128 |
-0.3% |
122-005 |
| High |
121-290 |
121-225 |
-0-065 |
-0.2% |
122-015 |
| Low |
121-142 |
121-128 |
-0-015 |
0.0% |
121-128 |
| Close |
121-195 |
121-195 |
0-000 |
0.0% |
121-195 |
| Range |
0-148 |
0-098 |
-0-050 |
-33.9% |
0-208 |
| ATR |
0-097 |
0-097 |
0-000 |
0.1% |
0-000 |
| Volume |
1,116,683 |
1,360,643 |
243,960 |
21.8% |
5,767,187 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-155 |
122-112 |
121-249 |
|
| R3 |
122-058 |
122-015 |
121-222 |
|
| R2 |
121-280 |
121-280 |
121-213 |
|
| R1 |
121-238 |
121-238 |
121-204 |
121-259 |
| PP |
121-182 |
121-182 |
121-182 |
121-193 |
| S1 |
121-140 |
121-140 |
121-186 |
121-161 |
| S2 |
121-085 |
121-085 |
121-177 |
|
| S3 |
120-308 |
121-042 |
121-168 |
|
| S4 |
120-210 |
120-265 |
121-141 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-202 |
123-086 |
121-309 |
|
| R3 |
122-314 |
122-198 |
121-252 |
|
| R2 |
122-107 |
122-107 |
121-233 |
|
| R1 |
121-311 |
121-311 |
121-214 |
121-265 |
| PP |
121-219 |
121-219 |
121-219 |
121-196 |
| S1 |
121-103 |
121-103 |
121-176 |
121-058 |
| S2 |
121-012 |
121-012 |
121-157 |
|
| S3 |
120-124 |
120-216 |
121-138 |
|
| S4 |
119-237 |
120-008 |
121-081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-015 |
121-128 |
0-208 |
0.5% |
0-109 |
0.3% |
33% |
False |
True |
1,153,437 |
| 10 |
122-150 |
121-128 |
1-022 |
0.9% |
0-101 |
0.3% |
20% |
False |
True |
1,043,975 |
| 20 |
123-042 |
121-128 |
1-235 |
1.4% |
0-092 |
0.2% |
12% |
False |
True |
999,656 |
| 40 |
123-300 |
121-128 |
2-172 |
2.1% |
0-085 |
0.2% |
8% |
False |
True |
912,459 |
| 60 |
124-168 |
121-128 |
3-040 |
2.6% |
0-083 |
0.2% |
7% |
False |
True |
704,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-319 |
|
2.618 |
122-160 |
|
1.618 |
122-063 |
|
1.000 |
122-002 |
|
0.618 |
121-285 |
|
HIGH |
121-225 |
|
0.618 |
121-188 |
|
0.500 |
121-176 |
|
0.382 |
121-165 |
|
LOW |
121-128 |
|
0.618 |
121-067 |
|
1.000 |
121-030 |
|
1.618 |
120-290 |
|
2.618 |
120-192 |
|
4.250 |
120-033 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-189 |
121-231 |
| PP |
121-182 |
121-219 |
| S1 |
121-176 |
121-207 |
|