ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 02-Sep-2021
Day Change Summary
Previous Current
01-Sep-2021 02-Sep-2021 Change Change % Previous Week
Open 123-222 123-225 0-002 0.0% 123-182
High 123-255 123-252 -0-002 0.0% 123-210
Low 123-190 123-218 0-028 0.1% 123-070
Close 123-218 123-228 0-010 0.0% 123-180
Range 0-065 0-035 -0-030 -46.2% 0-140
ATR 0-076 0-073 -0-003 -3.8% 0-000
Volume 816,472 499,365 -317,107 -38.8% 6,658,076
Daily Pivots for day following 02-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-018 123-318 123-247
R3 123-302 123-282 123-237
R2 123-268 123-268 123-234
R1 123-248 123-248 123-231 123-258
PP 123-232 123-232 123-232 123-238
S1 123-212 123-212 123-224 123-222
S2 123-198 123-198 123-221
S3 123-162 123-178 123-218
S4 123-128 123-142 123-208
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-253 124-197 123-257
R3 124-113 124-057 123-218
R2 123-293 123-293 123-206
R1 123-237 123-237 123-193 123-195
PP 123-153 123-153 123-153 123-132
S1 123-097 123-097 123-167 123-055
S2 123-013 123-013 123-154
S3 122-193 122-277 123-142
S4 122-053 122-137 123-103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-258 123-070 0-188 0.5% 0-066 0.2% 84% False False 834,006
10 123-258 123-070 0-188 0.5% 0-063 0.2% 84% False False 981,772
20 123-275 123-065 0-210 0.5% 0-073 0.2% 77% False False 496,576
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 124-081
2.618 124-024
1.618 123-309
1.000 123-288
0.618 123-274
HIGH 123-252
0.618 123-239
0.500 123-235
0.382 123-231
LOW 123-218
0.618 123-196
1.000 123-182
1.618 123-161
2.618 123-126
4.250 123-069
Fisher Pivots for day following 02-Sep-2021
Pivot 1 day 3 day
R1 123-235 123-226
PP 123-232 123-225
S1 123-230 123-224

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

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