ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 122-275 122-270 -0-005 0.0% 123-098
High 123-008 122-292 -0-035 -0.1% 123-188
Low 122-252 122-205 -0-048 -0.1% 122-252
Close 122-262 122-228 -0-035 -0.1% 122-262
Range 0-075 0-088 0-012 16.7% 0-255
ATR 0-081 0-082 0-000 0.5% 0-000
Volume 876,276 1,050,825 174,549 19.9% 4,877,170
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 123-184 123-133 122-276
R3 123-097 123-046 122-252
R2 123-009 123-009 122-244
R1 122-278 122-278 122-236 122-260
PP 122-242 122-242 122-242 122-232
S1 122-191 122-191 122-219 122-172
S2 122-154 122-154 122-211
S3 122-067 122-103 122-203
S4 121-299 122-016 122-179
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
5 123-188 122-205 0-302 0.8% 0-100 0.3% 7% False True 1,043,998
10 123-252 122-205 1-048 0.9% 0-090 0.2% 6% False True 942,659
20 123-300 122-205 1-095 1.1% 0-076 0.2% 5% False True 823,194
40 124-168 122-205 1-282 1.5% 0-078 0.2% 4% False True 583,024
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-024
2.618 123-202
1.618 123-114
1.000 123-060
0.618 123-027
HIGH 122-292
0.618 122-259
0.500 122-249
0.382 122-238
LOW 122-205
0.618 122-151
1.000 122-118
1.618 122-063
2.618 121-296
4.250 121-153
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 122-249 122-319
PP 122-242 122-288
S1 122-235 122-258

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

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