ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 22-Sep-2021
Day Change Summary
Previous Current
21-Sep-2021 22-Sep-2021 Change Change % Previous Week
Open 123-155 123-150 -0-005 0.0% 123-175
High 123-188 123-170 -0-018 0.0% 123-252
Low 123-112 123-070 -0-042 -0.1% 123-065
Close 123-152 123-082 -0-070 -0.2% 123-090
Range 0-075 0-100 0-025 33.3% 0-188
ATR 0-074 0-076 0-002 2.5% 0-000
Volume 780,189 1,143,623 363,434 46.6% 4,008,419
Daily Pivots for day following 22-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-088 124-025 123-138
R3 123-308 123-245 123-110
R2 123-208 123-208 123-101
R1 123-145 123-145 123-092 123-126
PP 123-108 123-108 123-108 123-098
S1 123-045 123-045 123-073 123-026
S2 123-008 123-008 123-064
S3 122-228 122-265 123-055
S4 122-128 122-165 123-028
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
5 123-205 123-065 0-140 0.4% 0-086 0.2% 13% False False 867,948
10 123-252 123-065 0-188 0.5% 0-077 0.2% 9% False False 807,699
20 123-300 123-065 0-235 0.6% 0-072 0.2% 7% False False 922,013
40 124-168 123-065 1-102 1.1% 0-076 0.2% 4% False False 501,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 17 trading days
Fibonacci Retracements and Extensions
4.250 124-275
2.618 124-112
1.618 124-012
1.000 123-270
0.618 123-232
HIGH 123-170
0.618 123-132
0.500 123-120
0.382 123-108
LOW 123-070
0.618 123-008
1.000 122-290
1.618 122-228
2.618 122-128
4.250 121-285
Fisher Pivots for day following 22-Sep-2021
Pivot 1 day 3 day
R1 123-120 123-129
PP 123-108 123-113
S1 123-095 123-098

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

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