ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 03-Sep-2021
Day Change Summary
Previous Current
02-Sep-2021 03-Sep-2021 Change Change % Previous Week
Open 123-225 123-240 0-015 0.0% 123-182
High 123-252 123-300 0-048 0.1% 123-300
Low 123-218 123-210 -0-008 0.0% 123-175
Close 123-228 123-220 -0-008 0.0% 123-220
Range 0-035 0-090 0-055 157.1% 0-125
ATR 0-073 0-074 0-001 1.7% 0-000
Volume 499,365 735,167 235,802 47.2% 3,813,013
Daily Pivots for day following 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-193 124-137 123-270
R3 124-103 124-047 123-245
R2 124-013 124-013 123-236
R1 123-277 123-277 123-228 123-260
PP 123-243 123-243 123-243 123-235
S1 123-187 123-187 123-212 123-170
S2 123-153 123-153 123-204
S3 123-063 123-097 123-195
S4 122-293 123-007 123-170
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-287 124-218 123-289
R3 124-162 124-093 123-254
R2 124-037 124-037 123-243
R1 123-288 123-288 123-231 124-002
PP 123-232 123-232 123-232 123-249
S1 123-163 123-163 123-209 123-198
S2 123-107 123-107 123-197
S3 122-302 123-038 123-186
S4 122-177 122-233 123-151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-300 123-175 0-125 0.3% 0-060 0.2% 36% True False 762,602
10 123-300 123-070 0-230 0.6% 0-066 0.2% 65% True False 1,047,108
20 123-300 123-065 0-235 0.6% 0-073 0.2% 66% True False 533,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-042
2.618 124-216
1.618 124-126
1.000 124-070
0.618 124-036
HIGH 123-300
0.618 123-266
0.500 123-255
0.382 123-244
LOW 123-210
0.618 123-154
1.000 123-120
1.618 123-064
2.618 122-294
4.250 122-148
Fisher Pivots for day following 03-Sep-2021
Pivot 1 day 3 day
R1 123-255 123-245
PP 123-243 123-237
S1 123-232 123-228

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

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