ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 27-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
121-265 |
121-250 |
-0-015 |
0.0% |
122-005 |
| High |
121-272 |
121-310 |
0-038 |
0.1% |
122-015 |
| Low |
121-202 |
121-172 |
-0-030 |
-0.1% |
121-128 |
| Close |
121-245 |
121-298 |
0-052 |
0.1% |
121-195 |
| Range |
0-070 |
0-138 |
0-068 |
96.4% |
0-208 |
| ATR |
0-094 |
0-097 |
0-003 |
3.3% |
0-000 |
| Volume |
734,418 |
1,530,061 |
795,643 |
108.3% |
5,767,187 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-032 |
122-302 |
122-053 |
|
| R3 |
122-215 |
122-165 |
122-015 |
|
| R2 |
122-078 |
122-078 |
122-003 |
|
| R1 |
122-028 |
122-028 |
121-310 |
122-052 |
| PP |
121-260 |
121-260 |
121-260 |
121-272 |
| S1 |
121-210 |
121-210 |
121-285 |
121-235 |
| S2 |
121-122 |
121-122 |
121-272 |
|
| S3 |
120-305 |
121-072 |
121-260 |
|
| S4 |
120-168 |
120-255 |
121-222 |
|
|
| 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 |
121-310 |
121-128 |
0-182 |
0.5% |
0-108 |
0.3% |
93% |
True |
False |
1,088,915 |
| 10 |
122-150 |
121-128 |
1-022 |
0.9% |
0-104 |
0.3% |
50% |
False |
False |
1,087,503 |
| 20 |
123-042 |
121-128 |
1-235 |
1.4% |
0-094 |
0.2% |
31% |
False |
False |
980,229 |
| 40 |
123-300 |
121-128 |
2-172 |
2.1% |
0-087 |
0.2% |
21% |
False |
False |
915,286 |
| 60 |
124-168 |
121-128 |
3-040 |
2.6% |
0-084 |
0.2% |
17% |
False |
False |
753,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-254 |
|
2.618 |
123-030 |
|
1.618 |
122-212 |
|
1.000 |
122-128 |
|
0.618 |
122-075 |
|
HIGH |
121-310 |
|
0.618 |
121-257 |
|
0.500 |
121-241 |
|
0.382 |
121-225 |
|
LOW |
121-172 |
|
0.618 |
121-088 |
|
1.000 |
121-035 |
|
1.618 |
120-270 |
|
2.618 |
120-133 |
|
4.250 |
119-228 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-279 |
121-279 |
| PP |
121-260 |
121-260 |
| S1 |
121-241 |
121-241 |
|