ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 29-Sep-2021
Day Change Summary
Previous Current
28-Sep-2021 29-Sep-2021 Change Change % Previous Week
Open 122-222 122-188 -0-035 -0.1% 123-098
High 122-240 122-250 0-010 0.0% 123-188
Low 122-155 122-170 0-015 0.0% 122-252
Close 122-188 122-210 0-022 0.1% 122-262
Range 0-085 0-080 -0-005 -5.9% 0-255
ATR 0-082 0-082 0-000 -0.2% 0-000
Volume 1,300,305 1,004,662 -295,643 -22.7% 4,877,170
Daily Pivots for day following 29-Sep-2021
Classic Woodie Camarilla DeMark
R4 123-130 123-090 122-254
R3 123-050 123-010 122-232
R2 122-290 122-290 122-225
R1 122-250 122-250 122-217 122-270
PP 122-210 122-210 122-210 122-220
S1 122-170 122-170 122-203 122-190
S2 122-130 122-130 122-195
S3 122-050 122-090 122-188
S4 121-290 122-010 122-166
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
5 123-112 122-155 0-278 0.7% 0-098 0.2% 20% False False 1,120,229
10 123-205 122-155 1-050 0.9% 0-092 0.2% 15% False False 994,088
20 123-300 122-155 1-145 1.2% 0-079 0.2% 12% False False 850,342
40 124-168 122-155 2-012 1.7% 0-080 0.2% 8% False False 640,642
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
4.250 123-270
2.618 123-139
1.618 123-059
1.000 123-010
0.618 122-299
HIGH 122-250
0.618 122-219
0.500 122-210
0.382 122-201
LOW 122-170
0.618 122-121
1.000 122-090
1.618 122-041
2.618 121-281
4.250 121-150
Fisher Pivots for day following 29-Sep-2021
Pivot 1 day 3 day
R1 122-210 122-224
PP 122-210 122-219
S1 122-210 122-215

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

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