ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 24-Aug-2021
Day Change Summary
Previous Current
23-Aug-2021 24-Aug-2021 Change Change % Previous Week
Open 123-182 123-205 0-022 0.1% 123-192
High 123-210 123-205 -0-005 0.0% 123-275
Low 123-148 123-160 0-012 0.0% 123-145
Close 123-205 123-172 -0-032 -0.1% 123-178
Range 0-062 0-045 -0-018 -28.0% 0-130
ATR 0-082 0-079 -0-003 -3.2% 0-000
Volume 589,324 796,198 206,874 35.1% 162,630
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 123-314 123-288 123-197
R3 123-269 123-243 123-185
R2 123-224 123-224 123-181
R1 123-198 123-198 123-177 123-189
PP 123-179 123-179 123-179 123-174
S1 123-153 123-153 123-168 123-144
S2 123-134 123-134 123-164
S3 123-089 123-108 123-160
S4 123-044 123-063 123-148
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
5 123-255 123-145 0-110 0.3% 0-062 0.2% 25% False False 302,835
10 123-275 123-065 0-210 0.5% 0-074 0.2% 51% False False 156,536
20 124-168 123-065 1-102 1.1% 0-079 0.2% 25% False False 80,511
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 124-076
2.618 124-003
1.618 123-278
1.000 123-250
0.618 123-233
HIGH 123-205
0.618 123-188
0.500 123-182
0.382 123-177
LOW 123-160
0.618 123-132
1.000 123-115
1.618 123-087
2.618 123-042
4.250 122-289
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 123-182 123-188
PP 123-179 123-182
S1 123-176 123-178

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

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