ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary
Previous Current
08-Oct-2021 11-Oct-2021 Change Change % Previous Week
Open 122-192 122-128 -0-065 -0.2% 123-028
High 122-240 122-132 -0-108 -0.3% 123-042
Low 122-130 122-065 -0-065 -0.2% 122-130
Close 122-152 122-075 -0-078 -0.2% 122-152
Range 0-110 0-068 -0-042 -38.6% 0-232
ATR 0-084 0-084 0-000 0.3% 0-000
Volume 1,025,345 228,094 -797,251 -77.8% 4,027,827
Daily Pivots for day following 11-Oct-2021
Classic Woodie Camarilla DeMark
R4 122-293 122-252 122-112
R3 122-226 122-184 122-094
R2 122-158 122-158 122-087
R1 122-117 122-117 122-081 122-104
PP 122-091 122-091 122-091 122-084
S1 122-049 122-049 122-069 122-036
S2 122-023 122-023 122-063
S3 121-276 121-302 122-056
S4 121-208 121-234 122-038
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
5 122-318 122-065 0-252 0.6% 0-078 0.2% 4% False True 693,537
10 123-042 122-065 0-298 0.8% 0-082 0.2% 3% False True 873,064
20 123-252 122-065 1-188 1.3% 0-086 0.2% 2% False True 907,862
40 123-300 122-065 1-235 1.4% 0-077 0.2% 2% False True 800,381
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-099
2.618 122-309
1.618 122-242
1.000 122-200
0.618 122-174
HIGH 122-132
0.618 122-107
0.500 122-099
0.382 122-091
LOW 122-065
0.618 122-023
1.000 121-318
1.618 121-276
2.618 121-208
4.250 121-098
Fisher Pivots for day following 11-Oct-2021
Pivot 1 day 3 day
R1 122-099 122-164
PP 122-091 122-134
S1 122-083 122-105

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

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