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 |
|
|
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 |
|