ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 23-Sep-2021
Day Change Summary
Previous Current
22-Sep-2021 23-Sep-2021 Change Change % Previous Week
Open 123-150 123-110 -0-040 -0.1% 123-175
High 123-170 123-112 -0-058 -0.1% 123-252
Low 123-070 122-272 -0-118 -0.3% 123-065
Close 123-082 122-308 -0-095 -0.2% 123-090
Range 0-100 0-160 0-060 60.0% 0-188
ATR 0-076 0-082 0-006 7.9% 0-000
Volume 1,143,623 1,369,079 225,456 19.7% 4,008,419
Daily Pivots for day following 23-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-178 124-082 123-076
R3 124-018 123-242 123-032
R2 123-178 123-178 123-017
R1 123-082 123-082 123-002 123-050
PP 123-018 123-018 123-018 123-001
S1 122-242 122-242 122-293 122-210
S2 122-178 122-178 122-278
S3 122-018 122-082 122-264
S4 121-178 121-242 122-220
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
5 123-188 122-272 0-235 0.6% 0-100 0.3% 15% False True 972,417
10 123-252 122-272 0-300 0.8% 0-086 0.2% 12% False True 871,250
20 123-300 122-272 1-028 0.9% 0-077 0.2% 10% False True 876,324
40 124-168 122-272 1-215 1.4% 0-077 0.2% 7% False True 535,488
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 48 trading days
Fibonacci Retracements and Extensions
4.250 125-152
2.618 124-211
1.618 124-051
1.000 123-272
0.618 123-211
HIGH 123-112
0.618 123-051
0.500 123-032
0.382 123-014
LOW 122-272
0.618 122-174
1.000 122-112
1.618 122-014
2.618 121-174
4.250 120-232
Fisher Pivots for day following 23-Sep-2021
Pivot 1 day 3 day
R1 123-032 123-070
PP 123-018 123-042
S1 123-002 123-015

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

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