ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 21-May-2021
Day Change Summary
Previous Current
20-May-2021 21-May-2021 Change Change % Previous Week
Open 123-122 123-202 0-080 0.2% 123-190
High 123-210 123-220 0-010 0.0% 123-235
Low 123-122 123-178 0-055 0.1% 123-108
Close 123-202 123-192 -0-010 0.0% 123-192
Range 0-088 0-042 -0-045 -51.4% 0-128
ATR 0-073 0-071 -0-002 -3.0% 0-000
Volume 274,724 362,784 88,060 32.1% 861,955
Daily Pivots for day following 21-May-2021
Classic Woodie Camarilla DeMark
R4 124-004 123-301 123-216
R3 123-282 123-258 123-204
R2 123-239 123-239 123-200
R1 123-216 123-216 123-196 123-206
PP 123-197 123-197 123-197 123-192
S1 123-173 123-173 123-189 123-164
S2 123-154 123-154 123-185
S3 123-112 123-131 123-181
S4 123-069 123-088 123-169
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 124-241 124-184 123-263
R3 124-113 124-057 123-228
R2 123-306 123-306 123-216
R1 123-249 123-249 123-204 123-278
PP 123-178 123-178 123-178 123-192
S1 123-122 123-122 123-181 123-150
S2 123-051 123-051 123-169
S3 122-243 122-314 123-157
S4 122-116 122-187 123-122
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% 67% False False 172,391
10 123-292 123-105 0-188 0.5% 0-071 0.2% 47% False False 90,166
20 124-025 123-030 0-315 0.8% 0-074 0.2% 52% False False 46,830
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-081
2.618 124-011
1.618 123-289
1.000 123-262
0.618 123-246
HIGH 123-220
0.618 123-204
0.500 123-199
0.382 123-194
LOW 123-178
0.618 123-151
1.000 123-135
1.618 123-109
2.618 123-066
4.250 122-317
Fisher Pivots for day following 21-May-2021
Pivot 1 day 3 day
R1 123-199 123-184
PP 123-197 123-175
S1 123-195 123-166

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

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