ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 19-May-2021
Day Change Summary
Previous Current
18-May-2021 19-May-2021 Change Change % Previous Week
Open 123-172 123-195 0-022 0.1% 123-260
High 123-195 123-225 0-030 0.1% 123-292
Low 123-162 123-108 -0-055 -0.1% 123-105
Close 123-190 123-122 -0-068 -0.2% 123-190
Range 0-032 0-118 0-085 261.5% 0-188
ATR 0-068 0-072 0-004 5.1% 0-000
Volume 85,975 122,171 36,196 42.1% 39,708
Daily Pivots for day following 19-May-2021
Classic Woodie Camarilla DeMark
R4 124-184 124-111 123-187
R3 124-067 123-313 123-155
R2 123-269 123-269 123-144
R1 123-196 123-196 123-133 123-174
PP 123-152 123-152 123-152 123-141
S1 123-078 123-078 123-112 123-056
S2 123-034 123-034 123-101
S3 122-237 122-281 123-090
S4 122-119 122-163 123-058
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
5 123-235 123-108 0-128 0.3% 0-070 0.2% 12% False True 47,903
10 124-025 123-105 0-240 0.6% 0-076 0.2% 7% False False 27,847
20 124-025 123-030 0-315 0.8% 0-074 0.2% 29% False False 14,955
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-084
2.618 124-213
1.618 124-095
1.000 124-022
0.618 123-298
HIGH 123-225
0.618 123-180
0.500 123-166
0.382 123-152
LOW 123-108
0.618 123-035
1.000 122-310
1.618 122-237
2.618 122-120
4.250 121-248
Fisher Pivots for day following 19-May-2021
Pivot 1 day 3 day
R1 123-166 123-171
PP 123-152 123-155
S1 123-137 123-139

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

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