ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 15-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
122-095 |
122-128 |
0-032 |
0.1% |
122-128 |
| High |
122-150 |
122-132 |
-0-018 |
0.0% |
122-150 |
| Low |
122-075 |
122-010 |
-0-065 |
-0.2% |
122-005 |
| Close |
122-132 |
122-022 |
-0-110 |
-0.3% |
122-022 |
| Range |
0-075 |
0-122 |
0-048 |
63.3% |
0-145 |
| ATR |
0-086 |
0-088 |
0-003 |
3.1% |
0-000 |
| Volume |
1,094,701 |
1,045,892 |
-48,809 |
-4.5% |
4,672,570 |
|
| Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-102 |
123-025 |
122-090 |
|
| R3 |
122-300 |
122-222 |
122-056 |
|
| R2 |
122-178 |
122-178 |
122-045 |
|
| R1 |
122-100 |
122-100 |
122-034 |
122-078 |
| PP |
122-055 |
122-055 |
122-055 |
122-044 |
| S1 |
121-298 |
121-298 |
122-011 |
121-275 |
| S2 |
121-252 |
121-252 |
122-000 |
|
| S3 |
121-130 |
121-175 |
121-309 |
|
| S4 |
121-008 |
121-052 |
121-275 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-174 |
123-083 |
122-102 |
|
| R3 |
123-029 |
122-258 |
122-062 |
|
| R2 |
122-204 |
122-204 |
122-049 |
|
| R1 |
122-113 |
122-113 |
122-036 |
122-086 |
| PP |
122-059 |
122-059 |
122-059 |
122-046 |
| S1 |
121-288 |
121-288 |
122-009 |
121-261 |
| S2 |
121-234 |
121-234 |
121-316 |
|
| S3 |
121-089 |
121-143 |
121-303 |
|
| S4 |
120-264 |
120-318 |
121-263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-150 |
122-005 |
0-145 |
0.4% |
0-092 |
0.2% |
12% |
False |
False |
934,514 |
| 10 |
123-042 |
122-005 |
1-038 |
0.9% |
0-086 |
0.2% |
5% |
False |
False |
870,039 |
| 20 |
123-188 |
122-005 |
1-182 |
1.3% |
0-090 |
0.2% |
3% |
False |
False |
955,155 |
| 40 |
123-300 |
122-005 |
1-295 |
1.6% |
0-079 |
0.2% |
3% |
False |
False |
909,472 |
| 60 |
124-168 |
122-005 |
2-162 |
2.1% |
0-079 |
0.2% |
2% |
False |
False |
608,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-013 |
|
2.618 |
123-133 |
|
1.618 |
123-011 |
|
1.000 |
122-255 |
|
0.618 |
122-208 |
|
HIGH |
122-132 |
|
0.618 |
122-086 |
|
0.500 |
122-071 |
|
0.382 |
122-057 |
|
LOW |
122-010 |
|
0.618 |
121-254 |
|
1.000 |
121-208 |
|
1.618 |
121-132 |
|
2.618 |
121-009 |
|
4.250 |
120-129 |
|
|
| Fisher Pivots for day following 15-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
122-071 |
122-078 |
| PP |
122-055 |
122-059 |
| S1 |
122-039 |
122-041 |
|