ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 19-Oct-2021
Day Change Summary
Previous Current
18-Oct-2021 19-Oct-2021 Change Change % Previous Week
Open 122-005 121-255 -0-070 -0.2% 122-128
High 122-010 122-010 0-000 0.0% 122-150
Low 121-212 121-255 0-042 0.1% 122-005
Close 121-275 121-292 0-018 0.0% 122-022
Range 0-118 0-075 -0-042 -36.2% 0-145
ATR 0-091 0-090 -0-001 -1.3% 0-000
Volume 1,381,220 980,429 -400,791 -29.0% 4,672,570
Daily Pivots for day following 19-Oct-2021
Classic Woodie Camarilla DeMark
R4 122-198 122-160 122-014
R3 122-122 122-085 121-313
R2 122-048 122-048 121-306
R1 122-010 122-010 121-299 122-029
PP 121-292 121-292 121-292 121-302
S1 121-255 121-255 121-286 121-274
S2 121-218 121-218 121-279
S3 121-142 121-180 121-272
S4 121-068 121-105 121-251
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% 0-104 0.3% 31% False False 1,154,558
10 122-272 121-212 1-060 1.0% 0-090 0.2% 21% False False 956,611
20 123-170 121-212 1-278 1.5% 0-092 0.2% 13% False False 998,828
40 123-300 121-212 2-088 1.9% 0-081 0.2% 11% False False 951,735
60 124-168 121-212 2-275 2.3% 0-080 0.2% 9% False False 648,058
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 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-009
2.618 122-206
1.618 122-131
1.000 122-085
0.618 122-056
HIGH 122-010
0.618 121-301
0.500 121-292
0.382 121-284
LOW 121-255
0.618 121-209
1.000 121-180
1.618 121-134
2.618 121-059
4.250 120-256
Fisher Pivots for day following 19-Oct-2021
Pivot 1 day 3 day
R1 121-292 122-012
PP 121-292 121-319
S1 121-292 121-306

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

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