ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 13-Sep-2021

Day Change Summary
	Previous	Current
	10-Sep-2021	13-Sep-2021	Change	Change %	Previous Week
Open	124-048	124-015	-0-032	-0.1%	124-048
High	124-052	124-050	-0-002	0.0%	124-070
Low	123-312	123-318	0-005	0.0%	123-310
Close	124-015	124-030	0-015	0.0%	124-015
Range	0-060	0-052	-0-008	-12.5%	0-080
ATR	0-069	0-068	-0-001	-1.7%	0-000
Volume	25,325	4,213	-21,112	-83.4%	75,773

Daily Pivots for day following 13-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-183	124-159	124-059
R3	124-131	124-107	124-044
R2	124-078	124-078	124-040
R1	124-054	124-054	124-035	124-066
PP	124-026	124-026	124-026	124-032
S1	124-002	124-002	124-025	124-014
S2	123-293	123-293	124-020
S3	123-241	123-269	124-016
S4	123-188	123-217	124-001

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-265	124-220	124-059
R3	124-185	124-140	124-037
R2	124-105	124-105	124-030
R1	124-060	124-060	124-022	124-042
PP	124-025	124-025	124-025	124-016
S1	123-300	123-300	124-008	123-282
S2	123-265	123-265	124-000
S3	123-185	123-220	123-313
S4	123-105	123-140	123-291

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-070	123-310	0-080	0.2%	0-056	0.1%	50%	False	False	15,997
10	124-122	123-310	0-132	0.3%	0-055	0.1%	30%	False	False	71,739
20	124-122	123-228	0-215	0.5%	0-063	0.2%	57%	False	False	646,508
40	124-302	123-220	1-082	1.0%	0-080	0.2%	32%	False	False	712,864
60	124-302	122-275	2-028	1.7%	0-083	0.2%	59%	False	False	753,448
80	124-302	122-275	2-028	1.7%	0-081	0.2%	59%	False	False	813,877
100	124-302	122-275	2-028	1.7%	0-080	0.2%	59%	False	False	654,092

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-273
2.618	124-187
1.618	124-135
1.000	124-102
0.618	124-082
HIGH	124-050
0.618	124-030
0.500	124-024
0.382	124-018
LOW	123-318
0.618	123-285
1.000	123-265
1.618	123-233
2.618	123-180
4.250	123-094

Fisher Pivots for day following 13-Sep-2021
Pivot	1 day	3 day
R1	124-028	124-031
PP	124-026	124-031
S1	124-024	124-030

Download as Excel Spreadsheet

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

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