ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 13-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
122-075 |
122-100 |
0-025 |
0.1% |
123-028 |
| High |
122-132 |
122-138 |
0-005 |
0.0% |
123-042 |
| Low |
122-068 |
122-005 |
-0-062 |
-0.2% |
122-130 |
| Close |
122-105 |
122-070 |
-0-035 |
-0.1% |
122-152 |
| Range |
0-065 |
0-132 |
0-068 |
103.8% |
0-232 |
| ATR |
0-083 |
0-086 |
0-004 |
4.3% |
0-000 |
| Volume |
1,033,335 |
1,270,548 |
237,213 |
23.0% |
4,027,827 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-148 |
123-082 |
122-143 |
|
| R3 |
123-016 |
122-269 |
122-106 |
|
| R2 |
122-203 |
122-203 |
122-094 |
|
| R1 |
122-137 |
122-137 |
122-082 |
122-104 |
| PP |
122-071 |
122-071 |
122-071 |
122-054 |
| S1 |
122-004 |
122-004 |
122-058 |
121-291 |
| S2 |
121-258 |
121-258 |
122-046 |
|
| S3 |
121-126 |
121-192 |
122-034 |
|
| S4 |
120-313 |
121-059 |
121-317 |
|
|
| 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 |
122-262 |
122-005 |
0-258 |
0.7% |
0-090 |
0.2% |
25% |
False |
True |
850,268 |
| 10 |
123-042 |
122-005 |
1-038 |
0.9% |
0-085 |
0.2% |
18% |
False |
True |
872,956 |
| 20 |
123-205 |
122-005 |
1-200 |
1.3% |
0-088 |
0.2% |
13% |
False |
True |
933,522 |
| 40 |
123-300 |
122-005 |
1-295 |
1.6% |
0-077 |
0.2% |
11% |
False |
True |
857,129 |
| 60 |
124-168 |
122-005 |
2-162 |
2.1% |
0-079 |
0.2% |
8% |
False |
True |
573,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-061 |
|
2.618 |
123-164 |
|
1.618 |
123-032 |
|
1.000 |
122-270 |
|
0.618 |
122-219 |
|
HIGH |
122-138 |
|
0.618 |
122-087 |
|
0.500 |
122-071 |
|
0.382 |
122-056 |
|
LOW |
122-005 |
|
0.618 |
121-243 |
|
1.000 |
121-192 |
|
1.618 |
121-111 |
|
2.618 |
120-298 |
|
4.250 |
120-082 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
122-071 |
122-071 |
| PP |
122-071 |
122-071 |
| S1 |
122-070 |
122-070 |
|