ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 08-Oct-2021
Day Change Summary
Previous Current
07-Oct-2021 08-Oct-2021 Change Change % Previous Week
Open 122-255 122-192 -0-062 -0.2% 123-028
High 122-262 122-240 -0-022 -0.1% 123-042
Low 122-185 122-130 -0-055 -0.1% 122-130
Close 122-198 122-152 -0-045 -0.1% 122-152
Range 0-078 0-110 0-032 41.9% 0-232
ATR 0-082 0-084 0-002 2.5% 0-000
Volume 694,018 1,025,345 331,327 47.7% 4,027,827
Daily Pivots for day following 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 123-184 123-118 122-213
R3 123-074 123-008 122-183
R2 122-284 122-284 122-173
R1 122-218 122-218 122-163 122-196
PP 122-174 122-174 122-174 122-163
S1 122-108 122-108 122-142 122-086
S2 122-064 122-064 122-132
S3 121-274 121-318 122-122
S4 121-164 121-208 122-092
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 124-272 124-125 122-280
R3 124-040 123-212 122-216
R2 123-128 123-128 122-195
R1 122-300 122-300 122-174 122-258
PP 122-215 122-215 122-215 122-194
S1 122-068 122-068 122-131 122-025
S2 121-302 121-302 122-110
S3 121-070 121-155 122-089
S4 120-158 120-242 122-025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-042 122-130 0-232 0.6% 0-080 0.2% 10% False True 805,565
10 123-042 122-130 0-232 0.6% 0-084 0.2% 10% False True 955,337
20 123-252 122-130 1-122 1.1% 0-086 0.2% 5% False True 921,948
40 123-300 122-130 1-170 1.3% 0-077 0.2% 5% False True 794,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 124-068
2.618 123-208
1.618 123-098
1.000 123-030
0.618 122-308
HIGH 122-240
0.618 122-198
0.500 122-185
0.382 122-172
LOW 122-130
0.618 122-062
1.000 122-020
1.618 121-272
2.618 121-162
4.250 120-302
Fisher Pivots for day following 08-Oct-2021
Pivot 1 day 3 day
R1 122-185 122-201
PP 122-174 122-185
S1 122-163 122-169

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

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