ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 122-188 122-245 0-058 0.1% 123-098
High 122-250 122-282 0-032 0.1% 123-188
Low 122-170 122-182 0-012 0.0% 122-252
Close 122-210 122-238 0-028 0.1% 122-262
Range 0-080 0-100 0-020 25.0% 0-255
ATR 0-082 0-083 0-001 1.6% 0-000
Volume 1,004,662 1,099,614 94,952 9.5% 4,877,170
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 123-214 123-166 122-292
R3 123-114 123-066 122-265
R2 123-014 123-014 122-256
R1 122-286 122-286 122-247 122-260
PP 122-234 122-234 122-234 122-221
S1 122-186 122-186 122-228 122-160
S2 122-134 122-134 122-219
S3 122-034 122-086 122-210
S4 121-254 121-306 122-182
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
5 123-008 122-155 0-172 0.4% 0-086 0.2% 48% False False 1,066,336
10 123-188 122-155 1-032 0.9% 0-093 0.2% 23% False False 1,019,376
20 123-300 122-155 1-145 1.2% 0-080 0.2% 18% False False 864,499
40 124-042 122-155 1-208 1.3% 0-078 0.2% 16% False False 668,091
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-068
2.618 123-224
1.618 123-124
1.000 123-062
0.618 123-024
HIGH 122-282
0.618 122-244
0.500 122-232
0.382 122-221
LOW 122-182
0.618 122-121
1.000 122-082
1.618 122-021
2.618 121-241
4.250 121-078
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 122-236 122-231
PP 122-234 122-225
S1 122-232 122-219

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

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