ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 16-Sep-2021
Day Change Summary
Previous Current
15-Sep-2021 16-Sep-2021 Change Change % Previous Week
Open 123-215 123-202 -0-012 0.0% 123-220
High 123-232 123-205 -0-028 -0.1% 123-238
Low 123-180 123-118 -0-062 -0.2% 123-148
Close 123-195 123-140 -0-055 -0.1% 123-175
Range 0-052 0-088 0-035 66.7% 0-090
ATR 0-071 0-072 0-001 1.6% 0-000
Volume 831,707 846,736 15,029 1.8% 2,714,470
Daily Pivots for day following 16-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-097 124-046 123-188
R3 124-009 123-278 123-164
R2 123-242 123-242 123-156
R1 123-191 123-191 123-148 123-172
PP 123-154 123-154 123-154 123-145
S1 123-103 123-103 123-132 123-085
S2 123-067 123-067 123-124
S3 122-299 123-016 123-116
S4 122-212 122-248 123-092
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
5 123-252 123-118 0-135 0.3% 0-072 0.2% 17% False True 770,083
10 123-300 123-118 0-182 0.5% 0-068 0.2% 12% False True 709,623
20 123-300 123-070 0-230 0.6% 0-067 0.2% 30% False False 822,256
40 124-168 123-065 1-102 1.1% 0-073 0.2% 18% False False 413,976
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 True
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-257
2.618 124-114
1.618 124-027
1.000 123-292
0.618 123-259
HIGH 123-205
0.618 123-172
0.500 123-161
0.382 123-151
LOW 123-118
0.618 123-063
1.000 123-030
1.618 122-296
2.618 122-208
4.250 122-066
Fisher Pivots for day following 16-Sep-2021
Pivot 1 day 3 day
R1 123-161 123-185
PP 123-154 123-170
S1 123-147 123-155

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

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