ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 06-May-2021
Day Change Summary
Previous Current
05-May-2021 06-May-2021 Change Change % Previous Week
Open 123-158 123-208 0-050 0.1% 123-138
High 123-218 123-230 0-012 0.0% 123-140
Low 123-135 123-200 0-065 0.2% 123-030
Close 123-200 123-212 0-012 0.0% 123-108
Range 0-082 0-030 -0-052 -63.6% 0-110
ATR
Volume 2,483 2,259 -224 -9.0% 13,171
Daily Pivots for day following 06-May-2021
Classic Woodie Camarilla DeMark
R4 123-304 123-288 123-229
R3 123-274 123-258 123-221
R2 123-244 123-244 123-218
R1 123-228 123-228 123-215 123-236
PP 123-214 123-214 123-214 123-218
S1 123-198 123-198 123-210 123-206
S2 123-184 123-184 123-207
S3 123-154 123-168 123-204
S4 123-124 123-138 123-196
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
5 123-230 123-072 0-158 0.4% 0-070 0.2% 89% True False 2,264
10 123-230 123-030 0-200 0.5% 0-067 0.2% 91% True False 2,287
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 124-038
2.618 123-309
1.618 123-279
1.000 123-260
0.618 123-249
HIGH 123-230
0.618 123-219
0.500 123-215
0.382 123-211
LOW 123-200
0.618 123-181
1.000 123-170
1.618 123-151
2.618 123-121
4.250 123-072
Fisher Pivots for day following 06-May-2021
Pivot 1 day 3 day
R1 123-215 123-202
PP 123-214 123-191
S1 123-213 123-180

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

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