ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 122-270 122-222 -0-048 -0.1% 123-098
High 122-292 122-240 -0-052 -0.1% 123-188
Low 122-205 122-155 -0-050 -0.1% 122-252
Close 122-228 122-188 -0-040 -0.1% 122-262
Range 0-088 0-085 -0-002 -2.9% 0-255
ATR 0-082 0-082 0-000 0.3% 0-000
Volume 1,050,825 1,300,305 249,480 23.7% 4,877,170
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 123-129 123-083 122-234
R3 123-044 122-318 122-211
R2 122-279 122-279 122-203
R1 122-233 122-233 122-195 122-214
PP 122-194 122-194 122-194 122-184
S1 122-148 122-148 122-180 122-129
S2 122-109 122-109 122-172
S3 122-024 122-063 122-164
S4 121-259 121-298 122-141
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
5 123-170 122-155 1-015 0.9% 0-102 0.3% 10% False True 1,148,021
10 123-232 122-155 1-078 1.0% 0-089 0.2% 8% False True 976,793
20 123-300 122-155 1-145 1.2% 0-077 0.2% 7% False True 853,118
40 124-168 122-155 2-012 1.7% 0-079 0.2% 5% False True 615,529
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 2 trading days
Fibonacci Retracements and Extensions
4.250 123-281
2.618 123-143
1.618 123-058
1.000 123-005
0.618 122-293
HIGH 122-240
0.618 122-208
0.500 122-198
0.382 122-187
LOW 122-155
0.618 122-102
1.000 122-070
1.618 122-017
2.618 121-252
4.250 121-114
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 122-198 122-241
PP 122-194 122-223
S1 122-191 122-205

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

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