ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 18-May-2021
Day Change Summary
Previous Current
17-May-2021 18-May-2021 Change Change % Previous Week
Open 123-190 123-172 -0-018 0.0% 123-260
High 123-235 123-195 -0-040 -0.1% 123-292
Low 123-165 123-162 -0-002 0.0% 123-105
Close 123-178 123-190 0-012 0.0% 123-190
Range 0-070 0-032 -0-038 -53.6% 0-188
ATR 0-071 0-068 -0-003 -3.9% 0-000
Volume 16,301 85,975 69,674 427.4% 39,708
Daily Pivots for day following 18-May-2021
Classic Woodie Camarilla DeMark
R4 123-280 123-268 123-208
R3 123-248 123-235 123-199
R2 123-215 123-215 123-196
R1 123-202 123-202 123-193 123-209
PP 123-182 123-182 123-182 123-186
S1 123-170 123-170 123-187 123-176
S2 123-150 123-150 123-184
S3 123-118 123-138 123-181
S4 123-085 123-105 123-172
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 125-118 125-022 123-293
R3 124-251 124-154 123-242
R2 124-063 124-063 123-224
R1 123-287 123-287 123-207 123-241
PP 123-196 123-196 123-196 123-173
S1 123-099 123-099 123-173 123-054
S2 123-008 123-008 123-156
S3 122-141 122-232 123-138
S4 121-273 122-044 123-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-235 123-105 0-130 0.3% 0-072 0.2% 65% False False 26,586
10 124-025 123-105 0-240 0.6% 0-073 0.2% 35% False False 15,879
20 124-025 123-030 0-315 0.8% 0-069 0.2% 51% False False 8,847
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124-013
2.618 123-280
1.618 123-248
1.000 123-228
0.618 123-215
HIGH 123-195
0.618 123-183
0.500 123-179
0.382 123-175
LOW 123-162
0.618 123-142
1.000 123-130
1.618 123-110
2.618 123-077
4.250 123-024
Fisher Pivots for day following 18-May-2021
Pivot 1 day 3 day
R1 123-186 123-199
PP 123-182 123-196
S1 123-179 123-193

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

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