ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 23-Aug-2021
Day Change Summary
Previous Current
20-Aug-2021 23-Aug-2021 Change Change % Previous Week
Open 123-205 123-182 -0-022 -0.1% 123-192
High 123-228 123-210 -0-018 0.0% 123-275
Low 123-168 123-148 -0-020 -0.1% 123-145
Close 123-178 123-205 0-028 0.1% 123-178
Range 0-060 0-062 0-002 4.2% 0-130
ATR 0-083 0-082 -0-001 -1.8% 0-000
Volume 81,807 589,324 507,517 620.4% 162,630
Daily Pivots for day following 23-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-055 124-032 123-239
R3 123-312 123-290 123-222
R2 123-250 123-250 123-216
R1 123-228 123-228 123-211 123-239
PP 123-188 123-188 123-188 123-193
S1 123-165 123-165 123-199 123-176
S2 123-125 123-125 123-194
S3 123-062 123-102 123-188
S4 123-000 123-040 123-171
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% 0-069 0.2% 46% False False 147,091
10 123-275 123-065 0-210 0.5% 0-077 0.2% 67% False False 77,346
20 124-168 123-065 1-102 1.1% 0-080 0.2% 33% False False 40,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-156
2.618 124-054
1.618 123-311
1.000 123-272
0.618 123-249
HIGH 123-210
0.618 123-186
0.500 123-179
0.382 123-171
LOW 123-148
0.618 123-109
1.000 123-085
1.618 123-046
2.618 122-304
4.250 122-202
Fisher Pivots for day following 23-Aug-2021
Pivot 1 day 3 day
R1 123-196 123-204
PP 123-188 123-202
S1 123-179 123-201

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

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