ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 13-Sep-2021
Day Change Summary
Previous Current
10-Sep-2021 13-Sep-2021 Change Change % Previous Week
Open 123-208 123-175 -0-032 -0.1% 123-220
High 123-220 123-212 -0-008 0.0% 123-238
Low 123-155 123-158 0-002 0.0% 123-148
Close 123-175 123-192 0-018 0.0% 123-175
Range 0-065 0-055 -0-010 -15.4% 0-090
ATR 0-072 0-071 -0-001 -1.7% 0-000
Volume 703,188 509,816 -193,372 -27.5% 2,714,470
Daily Pivots for day following 13-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-032 124-008 123-223
R3 123-298 123-272 123-208
R2 123-242 123-242 123-203
R1 123-218 123-218 123-198 123-230
PP 123-188 123-188 123-188 123-194
S1 123-162 123-162 123-187 123-175
S2 123-132 123-132 123-182
S3 123-078 123-108 123-177
S4 123-022 123-052 123-162
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-137 124-086 123-224
R3 124-047 123-316 123-200
R2 123-277 123-277 123-192
R1 123-226 123-226 123-183 123-206
PP 123-187 123-187 123-187 123-177
S1 123-136 123-136 123-167 123-116
S2 123-097 123-097 123-158
S3 123-007 123-046 123-150
S4 122-237 122-276 123-126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-238 123-148 0-090 0.2% 0-063 0.2% 50% False False 644,857
10 123-300 123-148 0-152 0.4% 0-062 0.2% 30% False False 703,729
20 123-300 123-070 0-230 0.6% 0-067 0.2% 53% False False 692,900
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-126
2.618 124-036
1.618 123-301
1.000 123-268
0.618 123-246
HIGH 123-212
0.618 123-191
0.500 123-185
0.382 123-179
LOW 123-158
0.618 123-124
1.000 123-102
1.618 123-069
2.618 123-014
4.250 122-244
Fisher Pivots for day following 13-Sep-2021
Pivot 1 day 3 day
R1 123-190 123-196
PP 123-188 123-195
S1 123-185 123-194

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

View Archives - Comment on this page... - Back to Index of Symbols