ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 08-Sep-2021

Day Change Summary
	Previous	Current
	07-Sep-2021	08-Sep-2021	Change	Change %	Previous Week
Open	124-048	124-002	-0-045	-0.1%	124-012
High	124-055	124-030	-0-025	-0.1%	124-122
Low	123-310	123-312	0-002	0.0%	124-010
Close	124-005	124-022	0-018	0.0%	124-055
Range	0-065	0-038	-0-028	-42.3%	0-112
ATR	0-073	0-070	-0-003	-3.5%	0-000
Volume	8,372	16,751	8,379	100.1%	637,410

Daily Pivots for day following 08-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-128	124-112	124-043
R3	124-090	124-075	124-033
R2	124-052	124-052	124-029
R1	124-038	124-038	124-026	124-045
PP	124-015	124-015	124-015	124-019
S1	124-000	124-000	124-019	124-008
S2	123-298	123-298	124-016
S3	123-260	123-282	124-012
S4	123-222	123-245	124-002

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-080	125-020	124-117
R3	124-288	124-228	124-086
R2	124-175	124-175	124-076
R1	124-115	124-115	124-065	124-145
PP	124-062	124-062	124-062	124-078
S1	124-002	124-002	124-045	124-032
S2	123-270	123-270	124-034
S3	123-158	123-210	124-024
S4	123-045	123-098	123-313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-122	123-310	0-132	0.3%	0-054	0.1%	25%	False	False	18,483
10	124-122	123-228	0-215	0.5%	0-061	0.2%	53%	False	False	698,575
20	124-122	123-220	0-222	0.6%	0-067	0.2%	55%	False	False	747,952
40	124-302	123-188	1-115	1.1%	0-081	0.2%	36%	False	False	763,091
60	124-302	122-275	2-028	1.7%	0-086	0.2%	58%	False	False	815,908
80	124-302	122-275	2-028	1.7%	0-082	0.2%	58%	False	False	815,996

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-189
2.618	124-128
1.618	124-091
1.000	124-068
0.618	124-053
HIGH	124-030
0.618	124-016
0.500	124-011
0.382	124-007
LOW	123-312
0.618	123-289
1.000	123-275
1.618	123-252
2.618	123-214
4.250	123-153

Fisher Pivots for day following 08-Sep-2021
Pivot	1 day	3 day
R1	124-019	124-056
PP	124-015	124-045
S1	124-011	124-034

Download as Excel Spreadsheet

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

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