ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 14-Sep-2021

Day Change Summary
	Previous	Current
	13-Sep-2021	14-Sep-2021	Change	Change %	Previous Week
Open	124-015	124-018	0-002	0.0%	124-048
High	124-050	124-080	0-030	0.1%	124-070
Low	123-318	124-000	0-002	0.0%	123-310
Close	124-030	124-060	0-030	0.1%	124-015
Range	0-052	0-080	0-028	52.4%	0-080
ATR	0-068	0-069	0-001	1.2%	0-000
Volume	4,213	3,926	-287	-6.8%	75,773

Daily Pivots for day following 14-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-287	124-253	124-104
R3	124-207	124-173	124-082
R2	124-127	124-127	124-075
R1	124-093	124-093	124-067	124-110
PP	124-047	124-047	124-047	124-055
S1	124-013	124-013	124-053	124-030
S2	123-287	123-287	124-045
S3	123-207	123-253	124-038
S4	123-127	123-173	124-016

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	124-080	123-312	0-088	0.2%	0-060	0.1%	77%	True	False	15,108
10	124-122	123-310	0-132	0.3%	0-058	0.1%	53%	False	False	25,639
20	124-122	123-228	0-215	0.5%	0-063	0.2%	71%	False	False	611,270
40	124-302	123-220	1-082	1.0%	0-077	0.2%	40%	False	False	682,641
60	124-302	123-030	1-272	1.5%	0-081	0.2%	59%	False	False	728,368
80	124-302	122-275	2-028	1.7%	0-081	0.2%	64%	False	False	810,492
100	124-302	122-275	2-028	1.7%	0-080	0.2%	64%	False	False	654,131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	125-100
2.618	124-289
1.618	124-209
1.000	124-160
0.618	124-129
HIGH	124-080
0.618	124-049
0.500	124-040
0.382	124-031
LOW	124-000
0.618	123-271
1.000	123-240
1.618	123-191
2.618	123-111
4.250	122-300

Fisher Pivots for day following 14-Sep-2021
Pivot	1 day	3 day
R1	124-053	124-052
PP	124-047	124-044
S1	124-040	124-036

Download as Excel Spreadsheet

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

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