ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 05-Oct-2021
Day Change Summary
Previous Current
04-Oct-2021 05-Oct-2021 Change Change % Previous Week
Open 123-028 122-318 -0-030 -0.1% 122-270
High 123-042 122-318 -0-045 -0.1% 123-028
Low 122-285 122-248 -0-038 -0.1% 122-155
Close 122-315 122-270 -0-045 -0.1% 123-020
Range 0-078 0-070 -0-008 -9.7% 0-192
ATR 0-085 0-084 -0-001 -1.2% 0-000
Volume 788,232 707,700 -80,532 -10.2% 5,525,552
Daily Pivots for day following 05-Oct-2021
Classic Woodie Camarilla DeMark
R4 123-168 123-129 122-308
R3 123-098 123-059 122-289
R2 123-028 123-028 122-283
R1 122-309 122-309 122-276 122-294
PP 122-278 122-278 122-278 122-271
S1 122-239 122-239 122-264 122-224
S2 122-208 122-208 122-257
S3 122-138 122-169 122-251
S4 122-068 122-099 122-232
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
5 123-042 122-170 0-192 0.5% 0-084 0.2% 52% False False 934,070
10 123-170 122-155 1-015 0.9% 0-092 0.2% 34% False False 1,041,046
20 123-252 122-155 1-098 1.1% 0-082 0.2% 28% False False 900,042
40 123-300 122-155 1-145 1.2% 0-077 0.2% 25% False False 731,919
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-018
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 123-295
2.618 123-181
1.618 123-111
1.000 123-068
0.618 123-041
HIGH 122-318
0.618 122-291
0.500 122-282
0.382 122-274
LOW 122-248
0.618 122-204
1.000 122-178
1.618 122-134
2.618 122-064
4.250 121-270
Fisher Pivots for day following 05-Oct-2021
Pivot 1 day 3 day
R1 122-282 122-305
PP 122-278 122-293
S1 122-274 122-282

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

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