ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 09-Sep-2021
Day Change Summary
Previous Current
08-Sep-2021 09-Sep-2021 Change Change % Previous Week
Open 123-162 123-175 0-012 0.0% 123-182
High 123-202 123-238 0-035 0.1% 123-300
Low 123-155 123-165 0-010 0.0% 123-175
Close 123-188 123-218 0-030 0.1% 123-220
Range 0-048 0-072 0-025 52.6% 0-125
ATR 0-072 0-072 0-000 0.0% 0-000
Volume 657,017 733,570 76,553 11.7% 3,813,013
Daily Pivots for day following 09-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-104 124-073 123-257
R3 124-032 124-001 123-237
R2 123-279 123-279 123-231
R1 123-248 123-248 123-224 123-264
PP 123-207 123-207 123-207 123-214
S1 123-176 123-176 123-211 123-191
S2 123-134 123-134 123-204
S3 123-062 123-103 123-198
S4 122-309 123-031 123-178
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
5 123-300 123-148 0-152 0.4% 0-064 0.2% 46% False False 649,162
10 123-300 123-070 0-230 0.6% 0-067 0.2% 64% False False 881,398
20 123-300 123-070 0-230 0.6% 0-069 0.2% 64% False False 632,589
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 False
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
4.250 124-226
2.618 124-107
1.618 124-035
1.000 123-310
0.618 123-282
HIGH 123-238
0.618 123-210
0.500 123-201
0.382 123-193
LOW 123-165
0.618 123-120
1.000 123-092
1.618 123-048
2.618 122-295
4.250 122-177
Fisher Pivots for day following 09-Sep-2021
Pivot 1 day 3 day
R1 123-212 123-209
PP 123-207 123-201
S1 123-201 123-192

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

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