ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 07-Oct-2021
Day Change Summary
Previous Current
06-Oct-2021 07-Oct-2021 Change Change % Previous Week
Open 122-272 122-255 -0-018 0.0% 122-270
High 122-272 122-262 -0-010 0.0% 123-028
Low 122-210 122-185 -0-025 -0.1% 122-155
Close 122-255 122-198 -0-058 -0.1% 123-020
Range 0-062 0-078 0-015 24.0% 0-192
ATR 0-082 0-082 0-000 -0.4% 0-000
Volume 812,532 694,018 -118,514 -14.6% 5,525,552
Daily Pivots for day following 07-Oct-2021
Classic Woodie Camarilla DeMark
R4 123-128 123-080 122-240
R3 123-050 123-002 122-219
R2 122-292 122-292 122-212
R1 122-245 122-245 122-205 122-230
PP 122-215 122-215 122-215 122-208
S1 122-168 122-168 122-190 122-152
S2 122-138 122-138 122-183
S3 122-060 122-090 122-176
S4 121-302 122-012 122-155
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
5 123-042 122-185 0-178 0.5% 0-076 0.2% 7% False True 814,525
10 123-042 122-155 0-208 0.5% 0-080 0.2% 20% False False 940,431
20 123-252 122-155 1-098 1.1% 0-083 0.2% 10% False False 905,840
40 123-300 122-155 1-145 1.2% 0-076 0.2% 9% False False 769,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-272
2.618 123-145
1.618 123-068
1.000 123-020
0.618 122-310
HIGH 122-262
0.618 122-233
0.500 122-224
0.382 122-215
LOW 122-185
0.618 122-137
1.000 122-108
1.618 122-060
2.618 121-302
4.250 121-176
Fisher Pivots for day following 07-Oct-2021
Pivot 1 day 3 day
R1 122-224 122-251
PP 122-215 122-233
S1 122-206 122-215

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

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