ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 10-May-2021
Day Change Summary
Previous Current
07-May-2021 10-May-2021 Change Change % Previous Week
Open 123-195 123-260 0-065 0.2% 123-118
High 124-025 123-292 -0-052 -0.1% 124-025
Low 123-195 123-242 0-048 0.1% 123-078
Close 123-268 123-252 -0-015 0.0% 123-268
Range 0-150 0-050 -0-100 -66.7% 0-268
ATR 0-071 0-069 -0-001 -2.1% 0-000
Volume 12,064 4,257 -7,807 -64.7% 21,766
Daily Pivots for day following 10-May-2021
Classic Woodie Camarilla DeMark
R4 124-092 124-062 123-280
R3 124-042 124-012 123-266
R2 123-312 123-312 123-262
R1 123-282 123-282 123-257 123-272
PP 123-262 123-262 123-262 123-258
S1 123-232 123-232 123-248 123-222
S2 123-212 123-212 123-243
S3 123-162 123-182 123-239
S4 123-112 123-132 123-225
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 126-072 125-278 124-095
R3 125-125 125-010 124-021
R2 124-178 124-178 123-317
R1 124-062 124-062 123-292 124-120
PP 123-230 123-230 123-230 123-259
S1 123-115 123-115 123-243 123-172
S2 122-282 122-282 123-218
S3 122-015 122-168 123-194
S4 121-068 121-220 123-120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-025 123-130 0-215 0.5% 0-080 0.2% 57% False False 4,915
10 124-025 123-030 0-315 0.8% 0-077 0.2% 71% False False 3,778
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-185
2.618 124-103
1.618 124-053
1.000 124-022
0.618 124-003
HIGH 123-292
0.618 123-273
0.500 123-268
0.382 123-262
LOW 123-242
0.618 123-212
1.000 123-192
1.618 123-162
2.618 123-112
4.250 123-030
Fisher Pivots for day following 10-May-2021
Pivot 1 day 3 day
R1 123-268 123-270
PP 123-262 123-264
S1 123-258 123-258

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

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