ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 28-Sep-2021

Day Change Summary
	Previous	Current
	27-Sep-2021	28-Sep-2021	Change	Change %	Previous Week
Open	123-122	123-040	-0-082	-0.2%	123-260
High	123-138	123-085	-0-052	-0.1%	124-020
Low	123-062	123-012	-0-050	-0.1%	123-102
Close	123-078	123-048	-0-030	-0.1%	123-110
Range	0-075	0-072	-0-002	-3.3%	0-238
ATR	0-074	0-074	0-000	-0.2%	0-000
Volume	905	88	-817	-90.3%	21,364

Daily Pivots for day following 28-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-266	123-229	123-087
R3	123-193	123-157	123-067
R2	123-121	123-121	123-061
R1	123-084	123-084	123-054	123-102
PP	123-048	123-048	123-048	123-058
S1	123-012	123-012	123-041	123-030
S2	122-296	122-296	123-034
S3	122-223	122-259	123-028
S4	122-151	122-187	123-008

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-257	125-101	123-241
R3	125-019	124-183	123-175
R2	124-102	124-102	123-154
R1	123-266	123-266	123-132	123-225
PP	123-184	123-184	123-184	123-164
S1	123-028	123-028	123-088	122-308
S2	122-267	122-267	123-066
S3	122-029	122-111	123-045
S4	121-112	121-193	122-299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-000	123-012	0-308	0.8%	0-088	0.2%	11%	False	True	2,208
10	124-065	123-012	1-052	0.9%	0-078	0.2%	9%	False	True	4,085
20	124-122	123-012	1-110	1.1%	0-068	0.2%	8%	False	True	14,862
40	124-302	123-012	1-290	1.5%	0-074	0.2%	6%	False	True	486,156
60	124-302	123-012	1-290	1.5%	0-081	0.2%	6%	False	True	601,030
80	124-302	122-275	2-028	1.7%	0-083	0.2%	14%	False	False	667,577
100	124-302	122-275	2-028	1.7%	0-081	0.2%	14%	False	False	654,311

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

Fibonacci Retracements and Extensions
4.250	124-073
2.618	123-275
1.618	123-202
1.000	123-158
0.618	123-130
HIGH	123-085
0.618	123-057
0.500	123-049
0.382	123-040
LOW	123-012
0.618	122-288
1.000	122-260
1.618	122-215
2.618	122-143
4.250	122-024

Fisher Pivots for day following 28-Sep-2021
Pivot	1 day	3 day
R1	123-049	123-090
PP	123-048	123-076
S1	123-048	123-062

Download as Excel Spreadsheet

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

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