ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 25-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
121-148 |
121-215 |
0-068 |
0.2% |
122-005 |
| High |
121-225 |
121-275 |
0-050 |
0.1% |
122-015 |
| Low |
121-128 |
121-188 |
0-060 |
0.2% |
121-128 |
| Close |
121-195 |
121-255 |
0-060 |
0.2% |
121-195 |
| Range |
0-098 |
0-088 |
-0-010 |
-10.3% |
0-208 |
| ATR |
0-097 |
0-096 |
-0-001 |
-0.7% |
0-000 |
| Volume |
1,360,643 |
702,771 |
-657,872 |
-48.4% |
5,767,187 |
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-182 |
122-146 |
121-303 |
|
| R3 |
122-094 |
122-058 |
121-279 |
|
| R2 |
122-007 |
122-007 |
121-271 |
|
| R1 |
121-291 |
121-291 |
121-263 |
121-309 |
| PP |
121-239 |
121-239 |
121-239 |
121-248 |
| S1 |
121-203 |
121-203 |
121-247 |
121-221 |
| S2 |
121-152 |
121-152 |
121-239 |
|
| S3 |
121-064 |
121-116 |
121-231 |
|
| S4 |
120-297 |
121-028 |
121-207 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-202 |
123-086 |
121-309 |
|
| R3 |
122-314 |
122-198 |
121-252 |
|
| R2 |
122-107 |
122-107 |
121-233 |
|
| R1 |
121-311 |
121-311 |
121-214 |
121-265 |
| PP |
121-219 |
121-219 |
121-219 |
121-196 |
| S1 |
121-103 |
121-103 |
121-176 |
121-058 |
| S2 |
121-012 |
121-012 |
121-157 |
|
| S3 |
120-124 |
120-216 |
121-138 |
|
| S4 |
119-237 |
120-008 |
121-081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-015 |
121-128 |
0-208 |
0.5% |
0-103 |
0.3% |
61% |
False |
False |
1,017,747 |
| 10 |
122-150 |
121-128 |
1-022 |
0.9% |
0-103 |
0.3% |
37% |
False |
False |
1,091,443 |
| 20 |
123-042 |
121-128 |
1-235 |
1.4% |
0-092 |
0.2% |
23% |
False |
False |
982,254 |
| 40 |
123-300 |
121-128 |
2-172 |
2.1% |
0-084 |
0.2% |
16% |
False |
False |
902,724 |
| 60 |
124-168 |
121-128 |
3-040 |
2.6% |
0-083 |
0.2% |
13% |
False |
False |
716,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-007 |
|
2.618 |
122-184 |
|
1.618 |
122-097 |
|
1.000 |
122-042 |
|
0.618 |
122-009 |
|
HIGH |
121-275 |
|
0.618 |
121-242 |
|
0.500 |
121-231 |
|
0.382 |
121-221 |
|
LOW |
121-188 |
|
0.618 |
121-133 |
|
1.000 |
121-100 |
|
1.618 |
121-046 |
|
2.618 |
120-278 |
|
4.250 |
120-136 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-247 |
121-240 |
| PP |
121-239 |
121-224 |
| S1 |
121-231 |
121-209 |
|