ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 12-Aug-2021
Day Change Summary
Previous Current
11-Aug-2021 12-Aug-2021 Change Change % Previous Week
Open 123-095 123-140 0-045 0.1% 124-035
High 123-172 123-158 -0-015 0.0% 124-168
Low 123-065 123-095 0-030 0.1% 123-185
Close 123-125 123-095 -0-030 -0.1% 123-205
Range 0-108 0-062 -0-045 -41.9% 0-302
ATR 0-087 0-085 -0-002 -2.0% 0-000
Volume 10,434 2,726 -7,708 -73.9% 7,089
Daily Pivots for day following 12-Aug-2021
Classic Woodie Camarilla DeMark
R4 123-303 123-262 123-129
R3 123-241 123-199 123-112
R2 123-178 123-178 123-106
R1 123-137 123-137 123-101 123-126
PP 123-116 123-116 123-116 123-111
S1 123-074 123-074 123-089 123-064
S2 123-053 123-053 123-084
S3 122-311 123-012 123-078
S4 122-248 122-269 123-061
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
5 123-260 123-065 0-195 0.5% 0-084 0.2% 15% False False 5,786
10 124-168 123-065 1-102 1.1% 0-087 0.2% 7% False False 3,386
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 0-024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-103
2.618 124-001
1.618 123-259
1.000 123-220
0.618 123-196
HIGH 123-158
0.618 123-134
0.500 123-126
0.382 123-119
LOW 123-095
0.618 123-056
1.000 123-032
1.618 122-314
2.618 122-251
4.250 122-149
Fisher Pivots for day following 12-Aug-2021
Pivot 1 day 3 day
R1 123-126 123-119
PP 123-116 123-111
S1 123-105 123-103

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

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