ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 04-May-2021
Day Change Summary
Previous Current
03-May-2021 04-May-2021 Change Change % Previous Week
Open 123-118 123-160 0-042 0.1% 123-138
High 123-178 123-218 0-040 0.1% 123-140
Low 123-078 123-130 0-052 0.1% 123-030
Close 123-160 123-165 0-005 0.0% 123-108
Range 0-100 0-088 -0-012 -12.5% 0-110
ATR
Volume 1,444 3,516 2,072 143.5% 13,171
Daily Pivots for day following 04-May-2021
Classic Woodie Camarilla DeMark
R4 124-113 124-067 123-213
R3 124-026 123-299 123-189
R2 123-258 123-258 123-181
R1 123-212 123-212 123-173 123-235
PP 123-171 123-171 123-171 123-182
S1 123-124 123-124 123-157 123-148
S2 123-083 123-083 123-149
S3 122-316 123-037 123-141
S4 122-228 122-269 123-117
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 124-102 124-055 123-168
R3 123-312 123-265 123-138
R2 123-202 123-202 123-128
R1 123-155 123-155 123-118 123-124
PP 123-092 123-092 123-092 123-077
S1 123-045 123-045 123-097 123-014
S2 122-302 122-302 123-087
S3 122-192 122-255 123-077
S4 122-082 122-145 123-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-218 123-030 0-188 0.5% 0-079 0.2% 72% True False 3,142
10 123-218 123-030 0-188 0.5% 0-066 0.2% 72% True False 1,815
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-269
2.618 124-127
1.618 124-039
1.000 123-305
0.618 123-272
HIGH 123-218
0.618 123-184
0.500 123-174
0.382 123-163
LOW 123-130
0.618 123-076
1.000 123-042
1.618 122-308
2.618 122-221
4.250 122-078
Fisher Pivots for day following 04-May-2021
Pivot 1 day 3 day
R1 123-174 123-158
PP 123-171 123-152
S1 123-168 123-145

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

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