ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
121-278 |
121-275 |
-0-002 |
0.0% |
122-128 |
| High |
122-015 |
121-290 |
-0-045 |
-0.1% |
122-150 |
| Low |
121-228 |
121-142 |
-0-085 |
-0.2% |
122-005 |
| Close |
121-308 |
121-195 |
-0-112 |
-0.3% |
122-022 |
| Range |
0-108 |
0-148 |
0-040 |
37.2% |
0-145 |
| ATR |
0-091 |
0-097 |
0-005 |
5.7% |
0-000 |
| Volume |
928,212 |
1,116,683 |
188,471 |
20.3% |
4,672,570 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-012 |
122-251 |
121-276 |
|
| R3 |
122-184 |
122-103 |
121-236 |
|
| R2 |
122-037 |
122-037 |
121-222 |
|
| R1 |
121-276 |
121-276 |
121-209 |
121-242 |
| PP |
121-209 |
121-209 |
121-209 |
121-192 |
| S1 |
121-128 |
121-128 |
121-181 |
121-095 |
| S2 |
121-062 |
121-062 |
121-168 |
|
| S3 |
120-234 |
120-301 |
121-154 |
|
| S4 |
120-087 |
120-153 |
121-114 |
|
|
| 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 |
122-132 |
121-142 |
0-310 |
0.8% |
0-114 |
0.3% |
17% |
False |
True |
1,090,487 |
| 10 |
122-240 |
121-142 |
1-098 |
1.1% |
0-102 |
0.3% |
13% |
False |
True |
1,010,445 |
| 20 |
123-042 |
121-142 |
1-220 |
1.4% |
0-091 |
0.2% |
10% |
False |
True |
975,438 |
| 40 |
123-300 |
121-142 |
2-158 |
2.0% |
0-084 |
0.2% |
7% |
False |
True |
925,881 |
| 60 |
124-168 |
121-142 |
3-025 |
2.5% |
0-082 |
0.2% |
5% |
False |
True |
682,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-277 |
|
2.618 |
123-036 |
|
1.618 |
122-209 |
|
1.000 |
122-118 |
|
0.618 |
122-061 |
|
HIGH |
121-290 |
|
0.618 |
121-234 |
|
0.500 |
121-216 |
|
0.382 |
121-199 |
|
LOW |
121-142 |
|
0.618 |
121-051 |
|
1.000 |
120-315 |
|
1.618 |
120-224 |
|
2.618 |
120-076 |
|
4.250 |
119-156 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-216 |
121-239 |
| PP |
121-209 |
121-224 |
| S1 |
121-202 |
121-210 |
|