ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 26-Oct-2021
Day Change Summary
Previous Current
25-Oct-2021 26-Oct-2021 Change Change % Previous Week
Open 121-215 121-265 0-050 0.1% 122-005
High 121-275 121-272 -0-002 0.0% 122-015
Low 121-188 121-202 0-015 0.0% 121-128
Close 121-255 121-245 -0-010 0.0% 121-195
Range 0-088 0-070 -0-018 -20.0% 0-208
ATR 0-096 0-094 -0-002 -1.9% 0-000
Volume 702,771 734,418 31,647 4.5% 5,767,187
Daily Pivots for day following 26-Oct-2021
Classic Woodie Camarilla DeMark
R4 122-130 122-098 121-284
R3 122-060 122-028 121-264
R2 121-310 121-310 121-258
R1 121-278 121-278 121-251 121-259
PP 121-240 121-240 121-240 121-231
S1 121-208 121-208 121-239 121-189
S2 121-170 121-170 121-232
S3 121-100 121-138 121-226
S4 121-030 121-068 121-206
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% 0-102 0.3% 57% False False 968,545
10 122-150 121-128 1-022 0.9% 0-103 0.3% 34% False False 1,061,551
20 123-042 121-128 1-235 1.4% 0-092 0.2% 21% False False 953,959
40 123-300 121-128 2-172 2.1% 0-084 0.2% 14% False False 903,538
60 124-168 121-128 3-040 2.6% 0-083 0.2% 12% False False 728,339
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 122-250
2.618 122-136
1.618 122-066
1.000 122-022
0.618 121-316
HIGH 121-272
0.618 121-246
0.500 121-238
0.382 121-229
LOW 121-202
0.618 121-159
1.000 121-132
1.618 121-089
2.618 121-019
4.250 120-225
Fisher Pivots for day following 26-Oct-2021
Pivot 1 day 3 day
R1 121-242 121-230
PP 121-240 121-216
S1 121-238 121-201

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

View Archives - Comment on this page... - Back to Index of Symbols