ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 20-Aug-2021
Day Change Summary
Previous Current
19-Aug-2021 20-Aug-2021 Change Change % Previous Week
Open 123-198 123-205 0-008 0.0% 123-192
High 123-255 123-228 -0-028 -0.1% 123-275
Low 123-190 123-168 -0-022 -0.1% 123-145
Close 123-208 123-178 -0-030 -0.1% 123-178
Range 0-065 0-060 -0-005 -7.7% 0-130
ATR 0-085 0-083 -0-002 -2.1% 0-000
Volume 30,531 81,807 51,276 167.9% 162,630
Daily Pivots for day following 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-051 124-014 123-210
R3 123-311 123-274 123-194
R2 123-251 123-251 123-188
R1 123-214 123-214 123-183 123-202
PP 123-191 123-191 123-191 123-185
S1 123-154 123-154 123-172 123-142
S2 123-131 123-131 123-166
S3 123-071 123-094 123-161
S4 123-011 123-034 123-144
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-269 124-193 123-249
R3 124-139 124-063 123-213
R2 124-009 124-009 123-201
R1 123-253 123-253 123-189 123-226
PP 123-199 123-199 123-199 123-186
S1 123-123 123-123 123-166 123-096
S2 123-069 123-069 123-154
S3 122-259 122-313 123-142
S4 122-129 122-183 123-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-275 123-145 0-130 0.3% 0-073 0.2% 25% False False 32,526
10 123-275 123-065 0-210 0.5% 0-081 0.2% 54% False False 19,191
20 124-168 123-065 1-102 1.1% 0-081 0.2% 27% False False 11,299
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-018
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 124-162
2.618 124-065
1.618 124-005
1.000 123-288
0.618 123-265
HIGH 123-228
0.618 123-205
0.500 123-198
0.382 123-190
LOW 123-168
0.618 123-130
1.000 123-108
1.618 123-070
2.618 123-010
4.250 122-232
Fisher Pivots for day following 20-Aug-2021
Pivot 1 day 3 day
R1 123-198 123-200
PP 123-191 123-192
S1 123-184 123-185

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

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