ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 27-May-2021
Day Change Summary
Previous Current
26-May-2021 27-May-2021 Change Change % Previous Week
Open 123-278 123-268 -0-010 0.0% 123-190
High 123-295 123-285 -0-010 0.0% 123-235
Low 123-255 123-225 -0-030 -0.1% 123-108
Close 123-280 123-252 -0-028 -0.1% 123-192
Range 0-040 0-060 0-020 50.0% 0-128
ATR 0-067 0-066 0-000 -0.7% 0-000
Volume 2,099,933 1,003,675 -1,096,258 -52.2% 861,955
Daily Pivots for day following 27-May-2021
Classic Woodie Camarilla DeMark
R4 124-114 124-083 123-286
R3 124-054 124-023 123-269
R2 123-314 123-314 123-264
R1 123-283 123-283 123-258 123-269
PP 123-254 123-254 123-254 123-247
S1 123-223 123-223 123-247 123-209
S2 123-194 123-194 123-242
S3 123-134 123-163 123-236
S4 123-074 123-103 123-220
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
5 123-295 123-178 0-118 0.3% 0-050 0.1% 64% False False 1,506,615
10 123-295 123-108 0-188 0.5% 0-062 0.2% 77% False False 803,772
20 124-025 123-072 0-272 0.7% 0-071 0.2% 66% False False 404,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-220
2.618 124-122
1.618 124-062
1.000 124-025
0.618 124-002
HIGH 123-285
0.618 123-262
0.500 123-255
0.382 123-248
LOW 123-225
0.618 123-188
1.000 123-165
1.618 123-128
2.618 123-068
4.250 122-290
Fisher Pivots for day following 27-May-2021
Pivot 1 day 3 day
R1 123-255 123-260
PP 123-254 123-258
S1 123-253 123-255

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

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