ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 01-Jul-2021
Day Change Summary
Previous Current
30-Jun-2021 01-Jul-2021 Change Change % Previous Week
Open 123-118 123-112 -0-005 0.0% 123-112
High 123-150 123-130 -0-020 -0.1% 123-168
Low 123-108 123-078 -0-030 -0.1% 123-030
Close 123-138 123-095 -0-042 -0.1% 123-065
Range 0-042 0-052 0-010 23.5% 0-138
ATR 0-079 0-078 -0-001 -1.7% 0-000
Volume 940,708 639,441 -301,267 -32.0% 4,183,086
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 123-258 123-229 123-124
R3 123-206 123-177 123-109
R2 123-153 123-153 123-105
R1 123-124 123-124 123-100 123-112
PP 123-101 123-101 123-101 123-095
S1 123-072 123-072 123-090 123-060
S2 123-048 123-048 123-085
S3 122-316 123-019 123-081
S4 122-263 122-287 123-066
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 124-180 124-100 123-141
R3 124-042 123-282 123-103
R2 123-225 123-225 123-090
R1 123-145 123-145 123-078 123-116
PP 123-088 123-088 123-088 123-073
S1 123-008 123-008 123-052 122-299
S2 122-270 122-270 123-040
S3 122-132 122-190 123-027
S4 121-315 122-052 122-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-150 123-050 0-100 0.3% 0-052 0.1% 45% False False 685,703
10 123-172 122-275 0-218 0.6% 0-081 0.2% 64% False False 838,083
20 124-110 122-275 1-155 1.2% 0-087 0.2% 29% False False 878,556
40 124-110 122-275 1-155 1.2% 0-077 0.2% 29% False False 714,064
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-033
2.618 123-267
1.618 123-215
1.000 123-182
0.618 123-162
HIGH 123-130
0.618 123-110
0.500 123-104
0.382 123-098
LOW 123-078
0.618 123-045
1.000 123-025
1.618 122-313
2.618 122-260
4.250 122-174
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 123-104 123-110
PP 123-101 123-105
S1 123-098 123-100

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

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