ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 20-Sep-2021
Day Change Summary
Previous Current
17-Sep-2021 20-Sep-2021 Change Change % Previous Week
Open 123-130 123-098 -0-032 -0.1% 123-175
High 123-140 123-180 0-040 0.1% 123-252
Low 123-065 123-088 0-022 0.1% 123-065
Close 123-090 123-165 0-075 0.2% 123-090
Range 0-075 0-092 0-018 23.3% 0-188
ATR 0-072 0-074 0-001 2.0% 0-000
Volume 861,191 708,003 -153,188 -17.8% 4,008,419
Daily Pivots for day following 20-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-102 124-066 123-216
R3 124-009 123-293 123-190
R2 123-237 123-237 123-182
R1 123-201 123-201 123-173 123-219
PP 123-144 123-144 123-144 123-153
S1 123-108 123-108 123-157 123-126
S2 123-052 123-052 123-148
S3 122-279 123-016 123-140
S4 122-187 122-243 123-114
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% 0-081 0.2% 53% False False 841,321
10 123-252 123-065 0-188 0.5% 0-072 0.2% 53% False False 743,089
20 123-300 123-065 0-235 0.6% 0-069 0.2% 43% False False 895,099
40 124-168 123-065 1-102 1.1% 0-075 0.2% 24% False False 453,199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-253
2.618 124-102
1.618 124-010
1.000 123-272
0.618 123-237
HIGH 123-180
0.618 123-145
0.500 123-134
0.382 123-123
LOW 123-088
0.618 123-030
1.000 122-315
1.618 122-258
2.618 122-165
4.250 122-014
Fisher Pivots for day following 20-Sep-2021
Pivot 1 day 3 day
R1 123-155 123-155
PP 123-144 123-145
S1 123-134 123-135

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

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