ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 24-May-2021
Day Change Summary
Previous Current
21-May-2021 24-May-2021 Change Change % Previous Week
Open 123-202 123-195 -0-008 0.0% 123-190
High 123-220 123-235 0-015 0.0% 123-235
Low 123-178 123-192 0-015 0.0% 123-108
Close 123-192 123-228 0-035 0.1% 123-192
Range 0-042 0-042 0-000 0.0% 0-128
ATR 0-071 0-069 -0-002 -2.9% 0-000
Volume 362,784 1,494,336 1,131,552 311.9% 861,955
Daily Pivots for day following 24-May-2021
Classic Woodie Camarilla DeMark
R4 124-026 124-009 123-251
R3 123-303 123-287 123-239
R2 123-261 123-261 123-235
R1 123-244 123-244 123-231 123-252
PP 123-218 123-218 123-218 123-222
S1 123-202 123-202 123-224 123-210
S2 123-176 123-176 123-220
S3 123-133 123-159 123-216
S4 123-091 123-117 123-204
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% 0-064 0.2% 94% True False 467,998
10 123-268 123-105 0-162 0.4% 0-070 0.2% 75% False False 239,174
20 124-025 123-030 0-315 0.8% 0-074 0.2% 63% False False 121,476
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Fibonacci Retracements and Extensions
4.250 124-096
2.618 124-026
1.618 123-304
1.000 123-278
0.618 123-261
HIGH 123-235
0.618 123-219
0.500 123-214
0.382 123-209
LOW 123-192
0.618 123-166
1.000 123-150
1.618 123-124
2.618 123-081
4.250 123-012
Fisher Pivots for day following 24-May-2021
Pivot 1 day 3 day
R1 123-223 123-211
PP 123-218 123-195
S1 123-214 123-179

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

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