ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 16-Aug-2021
Day Change Summary
Previous Current
13-Aug-2021 16-Aug-2021 Change Change % Previous Week
Open 123-110 123-192 0-082 0.2% 123-188
High 123-198 123-272 0-075 0.2% 123-242
Low 123-102 123-190 0-088 0.2% 123-065
Close 123-170 123-238 0-068 0.2% 123-170
Range 0-095 0-082 -0-012 -13.2% 0-178
ATR 0-086 0-087 0-001 1.3% 0-000
Volume 4,053 16,495 12,442 307.0% 29,287
Daily Pivots for day following 16-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-161 124-122 123-283
R3 124-078 124-039 123-260
R2 123-316 123-316 123-253
R1 123-277 123-277 123-245 123-296
PP 123-233 123-233 123-233 123-243
S1 123-194 123-194 123-230 123-214
S2 123-151 123-151 123-222
S3 123-068 123-112 123-215
S4 122-306 123-029 123-192
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 125-052 124-288 123-268
R3 124-194 124-111 123-219
R2 124-017 124-017 123-203
R1 123-253 123-253 123-186 123-206
PP 123-159 123-159 123-159 123-136
S1 123-076 123-076 123-154 123-029
S2 122-302 122-302 123-137
S3 122-124 122-218 123-121
S4 121-267 122-041 123-072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-272 123-065 0-208 0.5% 0-085 0.2% 83% True False 7,600
10 124-168 123-065 1-102 1.1% 0-091 0.2% 41% False False 5,277
20 124-168 123-065 1-102 1.1% 0-084 0.2% 41% False False 4,007
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-303
2.618 124-168
1.618 124-086
1.000 124-035
0.618 124-003
HIGH 123-272
0.618 123-241
0.500 123-231
0.382 123-222
LOW 123-190
0.618 123-139
1.000 123-108
1.618 123-057
2.618 122-294
4.250 122-159
Fisher Pivots for day following 16-Aug-2021
Pivot 1 day 3 day
R1 123-235 123-220
PP 123-233 123-202
S1 123-231 123-184

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

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