ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 07-Jul-2021
Day Change Summary
Previous Current
06-Jul-2021 07-Jul-2021 Change Change % Previous Week
Open 123-170 123-262 0-092 0.2% 123-065
High 123-285 123-298 0-012 0.0% 123-175
Low 123-145 123-232 0-088 0.2% 123-050
Close 123-248 123-292 0-045 0.1% 123-160
Range 0-140 0-065 -0-075 -53.6% 0-125
ATR 0-085 0-084 -0-001 -1.7% 0-000
Volume 1,055,989 897,029 -158,960 -15.1% 3,498,040
Daily Pivots for day following 07-Jul-2021
Classic Woodie Camarilla DeMark
R4 124-149 124-126 124-008
R3 124-084 124-061 123-310
R2 124-019 124-019 123-304
R1 123-316 123-316 123-298 124-008
PP 123-274 123-274 123-274 123-280
S1 123-251 123-251 123-287 123-262
S2 123-209 123-209 123-281
S3 123-144 123-186 123-275
S4 123-079 123-121 123-257
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 124-183 124-137 123-229
R3 124-058 124-012 123-194
R2 123-253 123-253 123-183
R1 123-207 123-207 123-171 123-230
PP 123-128 123-128 123-128 123-140
S1 123-082 123-082 123-149 123-105
S2 123-003 123-003 123-137
S3 122-198 122-277 123-126
S4 122-073 122-152 123-091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-298 123-050 0-248 0.6% 0-085 0.2% 98% True False 868,441
10 123-298 123-050 0-248 0.6% 0-072 0.2% 98% True False 777,948
20 124-110 122-275 1-155 1.2% 0-093 0.2% 71% False False 903,291
40 124-110 122-275 1-155 1.2% 0-080 0.2% 71% False False 782,651
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 0-022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-254
2.618 124-148
1.618 124-083
1.000 124-042
0.618 124-018
HIGH 123-298
0.618 123-273
0.500 123-265
0.382 123-257
LOW 123-232
0.618 123-192
1.000 123-168
1.618 123-127
2.618 123-062
4.250 122-276
Fisher Pivots for day following 07-Jul-2021
Pivot 1 day 3 day
R1 123-283 123-253
PP 123-274 123-213
S1 123-265 123-174

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

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