ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 04-Oct-2021
Day Change Summary
Previous Current
01-Oct-2021 04-Oct-2021 Change Change % Previous Week
Open 122-278 123-028 0-070 0.2% 122-270
High 123-028 123-042 0-015 0.0% 123-028
Low 122-258 122-285 0-028 0.1% 122-155
Close 123-020 122-315 -0-025 -0.1% 123-020
Range 0-090 0-078 -0-012 -13.9% 0-192
ATR 0-085 0-085 -0-001 -0.6% 0-000
Volume 1,070,146 788,232 -281,914 -26.3% 5,525,552
Daily Pivots for day following 04-Oct-2021
Classic Woodie Camarilla DeMark
R4 123-233 123-192 123-038
R3 123-156 123-114 123-016
R2 123-078 123-078 123-009
R1 123-037 123-037 123-002 123-019
PP 123-001 123-001 123-001 122-312
S1 122-279 122-279 122-308 122-261
S2 122-243 122-243 122-301
S3 122-166 122-202 122-294
S4 122-088 122-124 122-272
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
5 123-042 122-155 0-208 0.5% 0-086 0.2% 77% True False 1,052,591
10 123-188 122-155 1-032 0.9% 0-093 0.2% 45% False False 1,048,295
20 123-252 122-155 1-098 1.1% 0-082 0.2% 38% False False 895,692
40 123-300 122-155 1-145 1.2% 0-078 0.2% 34% False False 714,421
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-052
2.618 123-245
1.618 123-168
1.000 123-120
0.618 123-090
HIGH 123-042
0.618 123-013
0.500 123-004
0.382 122-315
LOW 122-285
0.618 122-237
1.000 122-208
1.618 122-160
2.618 122-082
4.250 121-276
Fisher Pivots for day following 04-Oct-2021
Pivot 1 day 3 day
R1 123-004 122-301
PP 123-001 122-287
S1 122-318 122-272

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

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