ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 17-Sep-2021
Day Change Summary
Previous Current
16-Sep-2021 17-Sep-2021 Change Change % Previous Week
Open 123-202 123-130 -0-072 -0.2% 123-175
High 123-205 123-140 -0-065 -0.2% 123-252
Low 123-118 123-065 -0-052 -0.1% 123-065
Close 123-140 123-090 -0-050 -0.1% 123-090
Range 0-088 0-075 -0-012 -14.3% 0-188
ATR 0-072 0-072 0-000 0.3% 0-000
Volume 846,736 861,191 14,455 1.7% 4,008,419
Daily Pivots for day following 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-003 123-282 123-131
R3 123-248 123-207 123-111
R2 123-173 123-173 123-104
R1 123-132 123-132 123-097 123-115
PP 123-098 123-098 123-098 123-090
S1 123-057 123-057 123-083 123-040
S2 123-023 123-023 123-076
S3 122-268 122-302 123-069
S4 122-193 122-227 123-049
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 125-058 124-262 123-193
R3 124-191 124-074 123-142
R2 124-003 124-003 123-124
R1 123-207 123-207 123-107 123-171
PP 123-136 123-136 123-136 123-118
S1 123-019 123-019 123-073 122-304
S2 122-268 122-268 123-056
S3 122-081 122-152 123-038
S4 121-213 121-284 122-307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-252 123-065 0-188 0.5% 0-074 0.2% 13% False True 801,683
10 123-300 123-065 0-235 0.6% 0-072 0.2% 11% False True 745,805
20 123-300 123-065 0-235 0.6% 0-067 0.2% 11% False True 863,789
40 124-168 123-065 1-102 1.1% 0-073 0.2% 6% False True 435,506
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-139
2.618 124-016
1.618 123-261
1.000 123-215
0.618 123-186
HIGH 123-140
0.618 123-111
0.500 123-102
0.382 123-094
LOW 123-065
0.618 123-019
1.000 122-310
1.618 122-264
2.618 122-189
4.250 122-066
Fisher Pivots for day following 17-Sep-2021
Pivot 1 day 3 day
R1 123-102 123-149
PP 123-098 123-129
S1 123-094 123-110

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

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