ECBOT 5 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 18-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
122-128 |
122-005 |
-0-122 |
-0.3% |
122-128 |
High |
122-132 |
122-010 |
-0-122 |
-0.3% |
122-150 |
Low |
122-010 |
121-212 |
-0-118 |
-0.3% |
122-005 |
Close |
122-022 |
121-275 |
-0-068 |
-0.2% |
122-022 |
Range |
0-122 |
0-118 |
-0-005 |
-4.1% |
0-145 |
ATR |
0-088 |
0-091 |
0-003 |
3.4% |
0-000 |
Volume |
1,045,892 |
1,381,220 |
335,328 |
32.1% |
4,672,570 |
|
Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-305 |
122-248 |
122-020 |
|
R3 |
122-188 |
122-130 |
121-307 |
|
R2 |
122-070 |
122-070 |
121-297 |
|
R1 |
122-012 |
122-012 |
121-286 |
121-302 |
PP |
121-272 |
121-272 |
121-272 |
121-258 |
S1 |
121-215 |
121-215 |
121-264 |
121-185 |
S2 |
121-155 |
121-155 |
121-253 |
|
S3 |
121-038 |
121-098 |
121-243 |
|
S4 |
120-240 |
120-300 |
121-210 |
|
|
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 |
121-212 |
0-258 |
0.7% |
0-102 |
0.3% |
24% |
False |
True |
1,165,139 |
10 |
122-318 |
121-212 |
1-105 |
1.1% |
0-090 |
0.2% |
15% |
False |
True |
929,338 |
20 |
123-188 |
121-212 |
1-295 |
1.6% |
0-092 |
0.2% |
10% |
False |
True |
988,816 |
40 |
123-300 |
121-212 |
2-088 |
1.9% |
0-080 |
0.2% |
9% |
False |
True |
941,957 |
60 |
124-168 |
121-212 |
2-275 |
2.3% |
0-080 |
0.2% |
7% |
False |
True |
631,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-189 |
2.618 |
122-318 |
1.618 |
122-200 |
1.000 |
122-128 |
0.618 |
122-083 |
HIGH |
122-010 |
0.618 |
121-285 |
0.500 |
121-271 |
0.382 |
121-257 |
LOW |
121-212 |
0.618 |
121-140 |
1.000 |
121-095 |
1.618 |
121-022 |
2.618 |
120-225 |
4.250 |
120-033 |
|
|
Fisher Pivots for day following 18-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
121-274 |
122-021 |
PP |
121-272 |
121-319 |
S1 |
121-271 |
121-297 |
|