ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 14-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
122-100 |
122-095 |
-0-005 |
0.0% |
123-028 |
| High |
122-138 |
122-150 |
0-012 |
0.0% |
123-042 |
| Low |
122-005 |
122-075 |
0-070 |
0.2% |
122-130 |
| Close |
122-070 |
122-132 |
0-062 |
0.2% |
122-152 |
| Range |
0-132 |
0-075 |
-0-058 |
-43.4% |
0-232 |
| ATR |
0-086 |
0-086 |
0-000 |
-0.5% |
0-000 |
| Volume |
1,270,548 |
1,094,701 |
-175,847 |
-13.8% |
4,027,827 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-024 |
122-313 |
122-174 |
|
| R3 |
122-269 |
122-238 |
122-153 |
|
| R2 |
122-194 |
122-194 |
122-146 |
|
| R1 |
122-163 |
122-163 |
122-139 |
122-179 |
| PP |
122-119 |
122-119 |
122-119 |
122-127 |
| S1 |
122-088 |
122-088 |
122-126 |
122-104 |
| S2 |
122-044 |
122-044 |
122-119 |
|
| S3 |
121-289 |
122-013 |
122-112 |
|
| S4 |
121-214 |
121-258 |
122-091 |
|
|
| 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 |
122-240 |
122-005 |
0-235 |
0.6% |
0-090 |
0.2% |
54% |
False |
False |
930,404 |
| 10 |
123-042 |
122-005 |
1-038 |
0.9% |
0-083 |
0.2% |
36% |
False |
False |
872,465 |
| 20 |
123-188 |
122-005 |
1-182 |
1.3% |
0-088 |
0.2% |
25% |
False |
False |
945,920 |
| 40 |
123-300 |
122-005 |
1-295 |
1.6% |
0-077 |
0.2% |
21% |
False |
False |
884,088 |
| 60 |
124-168 |
122-005 |
2-162 |
2.0% |
0-078 |
0.2% |
16% |
False |
False |
591,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-149 |
|
2.618 |
123-026 |
|
1.618 |
122-271 |
|
1.000 |
122-225 |
|
0.618 |
122-196 |
|
HIGH |
122-150 |
|
0.618 |
122-121 |
|
0.500 |
122-112 |
|
0.382 |
122-104 |
|
LOW |
122-075 |
|
0.618 |
122-029 |
|
1.000 |
122-000 |
|
1.618 |
121-274 |
|
2.618 |
121-199 |
|
4.250 |
121-076 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
122-126 |
122-114 |
| PP |
122-119 |
122-096 |
| S1 |
122-112 |
122-078 |
|