ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 17-Aug-2021
Day Change Summary
Previous Current
16-Aug-2021 17-Aug-2021 Change Change % Previous Week
Open 123-192 123-212 0-020 0.1% 123-188
High 123-272 123-275 0-002 0.0% 123-242
Low 123-190 123-192 0-002 0.0% 123-065
Close 123-238 123-212 -0-025 -0.1% 123-170
Range 0-082 0-082 0-000 0.0% 0-178
ATR 0-087 0-087 0-000 -0.4% 0-000
Volume 16,495 17,478 983 6.0% 29,287
Daily Pivots for day following 17-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-154 124-106 123-258
R3 124-072 124-023 123-235
R2 123-309 123-309 123-228
R1 123-261 123-261 123-220 123-254
PP 123-227 123-227 123-227 123-223
S1 123-178 123-178 123-205 123-171
S2 123-144 123-144 123-197
S3 123-062 123-096 123-190
S4 122-299 123-013 123-167
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
5 123-275 123-065 0-210 0.5% 0-086 0.2% 70% True False 10,237
10 124-168 123-065 1-102 1.1% 0-094 0.2% 35% False False 7,011
20 124-168 123-065 1-102 1.1% 0-082 0.2% 35% False False 4,881
Crabel Price Patterns
NR False
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 0-022
Fibonacci Retracements and Extensions
4.250 124-306
2.618 124-171
1.618 124-088
1.000 124-038
0.618 124-006
HIGH 123-275
0.618 123-243
0.500 123-234
0.382 123-224
LOW 123-192
0.618 123-142
1.000 123-110
1.618 123-059
2.618 122-297
4.250 122-162
Fisher Pivots for day following 17-Aug-2021
Pivot 1 day 3 day
R1 123-234 123-205
PP 123-227 123-197
S1 123-220 123-189

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

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