ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 123-160 123-095 -0-065 -0.2% 124-035
High 123-172 123-172 0-000 0.0% 124-168
Low 123-095 123-065 -0-030 -0.1% 123-185
Close 123-105 123-125 0-020 0.1% 123-205
Range 0-078 0-108 0-030 38.7% 0-302
ATR 0-085 0-087 0-002 1.9% 0-000
Volume 4,295 10,434 6,139 142.9% 7,089
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-123 124-072 123-184
R3 124-016 123-284 123-155
R2 123-228 123-228 123-145
R1 123-177 123-177 123-135 123-202
PP 123-121 123-121 123-121 123-134
S1 123-069 123-069 123-115 123-095
S2 123-013 123-013 123-105
S3 122-226 122-282 123-095
S4 122-118 122-174 123-066
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 126-240 126-045 124-051
R3 125-258 125-062 123-288
R2 124-275 124-275 123-260
R1 124-080 124-080 123-233 124-026
PP 123-292 123-292 123-292 123-266
S1 123-098 123-098 123-177 123-044
S2 122-310 122-310 123-150
S3 122-008 122-115 123-122
S4 121-025 121-132 123-039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-042 123-065 0-298 0.8% 0-092 0.2% 20% False True 5,537
10 124-168 123-065 1-102 1.1% 0-086 0.2% 14% False True 5,524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-309
2.618 124-134
1.618 124-026
1.000 123-280
0.618 123-239
HIGH 123-172
0.618 123-131
0.500 123-119
0.382 123-106
LOW 123-065
0.618 122-319
1.000 122-278
1.618 122-211
2.618 122-104
4.250 121-248
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 123-123 123-154
PP 123-121 123-144
S1 123-119 123-135

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

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