ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 26-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
121-215 |
121-265 |
0-050 |
0.1% |
122-005 |
| High |
121-275 |
121-272 |
-0-002 |
0.0% |
122-015 |
| Low |
121-188 |
121-202 |
0-015 |
0.0% |
121-128 |
| Close |
121-255 |
121-245 |
-0-010 |
0.0% |
121-195 |
| Range |
0-088 |
0-070 |
-0-018 |
-20.0% |
0-208 |
| ATR |
0-096 |
0-094 |
-0-002 |
-1.9% |
0-000 |
| Volume |
702,771 |
734,418 |
31,647 |
4.5% |
5,767,187 |
|
| Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-130 |
122-098 |
121-284 |
|
| R3 |
122-060 |
122-028 |
121-264 |
|
| R2 |
121-310 |
121-310 |
121-258 |
|
| R1 |
121-278 |
121-278 |
121-251 |
121-259 |
| PP |
121-240 |
121-240 |
121-240 |
121-231 |
| S1 |
121-208 |
121-208 |
121-239 |
121-189 |
| S2 |
121-170 |
121-170 |
121-232 |
|
| S3 |
121-100 |
121-138 |
121-226 |
|
| S4 |
121-030 |
121-068 |
121-206 |
|
|
| 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% |
0-102 |
0.3% |
57% |
False |
False |
968,545 |
| 10 |
122-150 |
121-128 |
1-022 |
0.9% |
0-103 |
0.3% |
34% |
False |
False |
1,061,551 |
| 20 |
123-042 |
121-128 |
1-235 |
1.4% |
0-092 |
0.2% |
21% |
False |
False |
953,959 |
| 40 |
123-300 |
121-128 |
2-172 |
2.1% |
0-084 |
0.2% |
14% |
False |
False |
903,538 |
| 60 |
124-168 |
121-128 |
3-040 |
2.6% |
0-083 |
0.2% |
12% |
False |
False |
728,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-250 |
|
2.618 |
122-136 |
|
1.618 |
122-066 |
|
1.000 |
122-022 |
|
0.618 |
121-316 |
|
HIGH |
121-272 |
|
0.618 |
121-246 |
|
0.500 |
121-238 |
|
0.382 |
121-229 |
|
LOW |
121-202 |
|
0.618 |
121-159 |
|
1.000 |
121-132 |
|
1.618 |
121-089 |
|
2.618 |
121-019 |
|
4.250 |
120-225 |
|
|
| Fisher Pivots for day following 26-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-242 |
121-230 |
| PP |
121-240 |
121-216 |
| S1 |
121-238 |
121-201 |
|