ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 01-Oct-2021
Day Change Summary
Previous Current
30-Sep-2021 01-Oct-2021 Change Change % Previous Week
Open 122-245 122-278 0-032 0.1% 122-270
High 122-282 123-028 0-065 0.2% 123-028
Low 122-182 122-258 0-075 0.2% 122-155
Close 122-238 123-020 0-102 0.3% 123-020
Range 0-100 0-090 -0-010 -10.0% 0-192
ATR 0-083 0-085 0-002 2.3% 0-000
Volume 1,099,614 1,070,146 -29,468 -2.7% 5,525,552
Daily Pivots for day following 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 123-265 123-232 123-070
R3 123-175 123-142 123-045
R2 123-085 123-085 123-036
R1 123-052 123-052 123-028 123-069
PP 122-315 122-315 122-315 123-003
S1 122-282 122-282 123-012 122-299
S2 122-225 122-225 123-004
S3 122-135 122-192 122-315
S4 122-045 122-102 122-290
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 124-218 124-152 123-126
R3 124-026 123-279 123-073
R2 123-153 123-153 123-055
R1 123-087 123-087 123-038 123-120
PP 122-281 122-281 122-281 122-298
S1 122-214 122-214 123-002 122-248
S2 122-088 122-088 122-305
S3 121-216 122-022 122-287
S4 121-023 121-149 122-234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-028 122-155 0-192 0.5% 0-088 0.2% 96% True False 1,105,110
10 123-188 122-155 1-032 0.9% 0-094 0.2% 52% False False 1,040,272
20 123-300 122-155 1-145 1.2% 0-083 0.2% 40% False False 893,038
40 123-300 122-155 1-145 1.2% 0-078 0.2% 40% False False 694,807
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-090
2.618 123-263
1.618 123-173
1.000 123-118
0.618 123-083
HIGH 123-028
0.618 122-313
0.500 122-302
0.382 122-292
LOW 122-258
0.618 122-202
1.000 122-168
1.618 122-112
2.618 122-022
4.250 121-195
Fisher Pivots for day following 01-Oct-2021
Pivot 1 day 3 day
R1 123-008 122-313
PP 122-315 122-286
S1 122-302 122-259

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

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