ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 123-255 123-225 -0-030 -0.1% 123-118
High 123-268 123-235 -0-032 -0.1% 124-025
Low 123-212 123-105 -0-108 -0.3% 123-078
Close 123-222 123-120 -0-102 -0.3% 123-268
Range 0-055 0-130 0-075 136.4% 0-268
ATR 0-068 0-073 0-004 6.5% 0-000
Volume 4,793 15,587 10,794 225.2% 21,766
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 124-223 124-142 123-192
R3 124-093 124-012 123-156
R2 123-283 123-283 123-144
R1 123-202 123-202 123-132 123-178
PP 123-153 123-153 123-153 123-141
S1 123-072 123-072 123-108 123-048
S2 123-023 123-023 123-096
S3 122-213 122-262 123-084
S4 122-083 122-132 123-048
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
5 124-025 123-105 0-240 0.6% 0-083 0.2% 6% False True 7,792
10 124-025 123-030 0-315 0.8% 0-082 0.2% 29% False False 5,025
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-148
2.618 124-255
1.618 124-125
1.000 124-045
0.618 123-315
HIGH 123-235
0.618 123-185
0.500 123-170
0.382 123-155
LOW 123-105
0.618 123-025
1.000 122-295
1.618 122-215
2.618 122-085
4.250 121-192
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 123-170 123-199
PP 123-153 123-172
S1 123-137 123-146

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

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