ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 06-Oct-2021
Day Change Summary
Previous Current
05-Oct-2021 06-Oct-2021 Change Change % Previous Week
Open 122-318 122-272 -0-045 -0.1% 122-270
High 122-318 122-272 -0-045 -0.1% 123-028
Low 122-248 122-210 -0-038 -0.1% 122-155
Close 122-270 122-255 -0-015 0.0% 123-020
Range 0-070 0-062 -0-008 -10.7% 0-192
ATR 0-084 0-082 -0-002 -1.8% 0-000
Volume 707,700 812,532 104,832 14.8% 5,525,552
Daily Pivots for day following 06-Oct-2021
Classic Woodie Camarilla DeMark
R4 123-113 123-087 122-289
R3 123-051 123-024 122-272
R2 122-308 122-308 122-266
R1 122-282 122-282 122-261 122-264
PP 122-246 122-246 122-246 122-237
S1 122-219 122-219 122-249 122-201
S2 122-183 122-183 122-244
S3 122-121 122-157 122-238
S4 122-058 122-094 122-221
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
5 123-042 122-182 0-180 0.5% 0-080 0.2% 40% False False 895,644
10 123-112 122-155 0-278 0.7% 0-089 0.2% 36% False False 1,007,937
20 123-252 122-155 1-098 1.1% 0-083 0.2% 24% False False 907,818
40 123-300 122-155 1-145 1.2% 0-077 0.2% 22% False False 752,125
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 0-016
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 123-218
2.618 123-116
1.618 123-054
1.000 123-015
0.618 122-311
HIGH 122-272
0.618 122-249
0.500 122-241
0.382 122-234
LOW 122-210
0.618 122-171
1.000 122-148
1.618 122-109
2.618 122-046
4.250 121-264
Fisher Pivots for day following 06-Oct-2021
Pivot 1 day 3 day
R1 122-250 122-286
PP 122-246 122-276
S1 122-241 122-265

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

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