ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 28-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
121-250 |
121-272 |
0-022 |
0.1% |
122-005 |
| High |
121-310 |
121-315 |
0-005 |
0.0% |
122-015 |
| Low |
121-172 |
121-180 |
0-008 |
0.0% |
121-128 |
| Close |
121-298 |
121-232 |
-0-065 |
-0.2% |
121-195 |
| Range |
0-138 |
0-135 |
-0-002 |
-1.8% |
0-208 |
| ATR |
0-097 |
0-100 |
0-003 |
2.8% |
0-000 |
| Volume |
1,530,061 |
1,531,779 |
1,718 |
0.1% |
5,767,187 |
|
| Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-008 |
122-255 |
121-307 |
|
| R3 |
122-192 |
122-120 |
121-270 |
|
| R2 |
122-058 |
122-058 |
121-257 |
|
| R1 |
121-305 |
121-305 |
121-245 |
121-274 |
| PP |
121-242 |
121-242 |
121-242 |
121-227 |
| S1 |
121-170 |
121-170 |
121-220 |
121-139 |
| S2 |
121-108 |
121-108 |
121-208 |
|
| S3 |
120-292 |
121-035 |
121-195 |
|
| S4 |
120-158 |
120-220 |
121-158 |
|
|
| 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 |
121-315 |
121-128 |
0-188 |
0.5% |
0-106 |
0.3% |
56% |
True |
False |
1,171,934 |
| 10 |
122-132 |
121-128 |
1-005 |
0.8% |
0-110 |
0.3% |
32% |
False |
False |
1,131,210 |
| 20 |
123-042 |
121-128 |
1-235 |
1.4% |
0-096 |
0.2% |
19% |
False |
False |
1,001,837 |
| 40 |
123-300 |
121-128 |
2-172 |
2.1% |
0-088 |
0.2% |
13% |
False |
False |
933,168 |
| 60 |
124-042 |
121-128 |
2-235 |
2.2% |
0-084 |
0.2% |
12% |
False |
False |
779,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-249 |
|
2.618 |
123-028 |
|
1.618 |
122-213 |
|
1.000 |
122-130 |
|
0.618 |
122-078 |
|
HIGH |
121-315 |
|
0.618 |
121-263 |
|
0.500 |
121-248 |
|
0.382 |
121-232 |
|
LOW |
121-180 |
|
0.618 |
121-097 |
|
1.000 |
121-045 |
|
1.618 |
120-282 |
|
2.618 |
120-147 |
|
4.250 |
119-246 |
|
|
| Fisher Pivots for day following 28-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-248 |
121-244 |
| PP |
121-242 |
121-240 |
| S1 |
121-238 |
121-236 |
|