ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 13-May-2021
Day Change Summary
Previous Current
12-May-2021 13-May-2021 Change Change % Previous Week
Open 123-225 123-115 -0-110 -0.3% 123-118
High 123-235 123-188 -0-048 -0.1% 124-025
Low 123-105 123-115 0-010 0.0% 123-078
Close 123-120 123-168 0-048 0.1% 123-268
Range 0-130 0-072 -0-058 -44.2% 0-268
ATR 0-073 0-073 0-000 0.0% 0-000
Volume 15,587 9,597 -5,990 -38.4% 21,766
Daily Pivots for day following 13-May-2021
Classic Woodie Camarilla DeMark
R4 124-054 124-023 123-207
R3 123-302 123-271 123-187
R2 123-229 123-229 123-181
R1 123-198 123-198 123-174 123-214
PP 123-157 123-157 123-157 123-164
S1 123-126 123-126 123-161 123-141
S2 123-084 123-084 123-154
S3 123-012 123-053 123-148
S4 122-259 122-301 123-128
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% 0-092 0.2% 26% False False 9,259
10 124-025 123-072 0-272 0.7% 0-081 0.2% 35% False False 5,761
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-176
2.618 124-057
1.618 123-305
1.000 123-260
0.618 123-232
HIGH 123-188
0.618 123-160
0.500 123-151
0.382 123-143
LOW 123-115
0.618 123-070
1.000 123-042
1.618 122-318
2.618 122-245
4.250 122-127
Fisher Pivots for day following 13-May-2021
Pivot 1 day 3 day
R1 123-162 123-186
PP 123-157 123-180
S1 123-151 123-174

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

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