ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 24-Sep-2021
Day Change Summary
Previous Current
23-Sep-2021 24-Sep-2021 Change Change % Previous Week
Open 123-110 122-275 -0-155 -0.4% 123-098
High 123-112 123-008 -0-105 -0.3% 123-188
Low 122-272 122-252 -0-020 -0.1% 122-252
Close 122-308 122-262 -0-045 -0.1% 122-262
Range 0-160 0-075 -0-085 -53.1% 0-255
ATR 0-082 0-081 0-000 -0.6% 0-000
Volume 1,369,079 876,276 -492,803 -36.0% 4,877,170
Daily Pivots for day following 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 123-186 123-139 122-304
R3 123-111 123-064 122-283
R2 123-036 123-036 122-276
R1 122-309 122-309 122-269 122-295
PP 122-281 122-281 122-281 122-274
S1 122-234 122-234 122-256 122-220
S2 122-206 122-206 122-249
S3 122-131 122-159 122-242
S4 122-056 122-084 122-221
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 125-146 124-299 123-083
R3 124-211 124-044 123-013
R2 123-276 123-276 122-309
R1 123-109 123-109 122-286 123-065
PP 123-021 123-021 123-021 122-319
S1 122-174 122-174 122-239 122-130
S2 122-086 122-086 122-216
S3 121-151 121-239 122-192
S4 120-216 120-304 122-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-188 122-252 0-255 0.6% 0-100 0.3% 4% False True 975,434
10 123-252 122-252 1-000 0.8% 0-087 0.2% 3% False True 888,558
20 123-300 122-252 1-048 0.9% 0-078 0.2% 3% False True 825,262
40 124-168 122-252 1-235 1.4% 0-078 0.2% 2% False True 556,792
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 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-006
2.618 123-204
1.618 123-129
1.000 123-082
0.618 123-054
HIGH 123-008
0.618 122-299
0.500 122-290
0.382 122-281
LOW 122-252
0.618 122-206
1.000 122-178
1.618 122-131
2.618 122-056
4.250 121-254
Fisher Pivots for day following 24-Sep-2021
Pivot 1 day 3 day
R1 122-290 123-051
PP 122-281 123-015
S1 122-272 122-299

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

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