ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 09-Jul-2021

Day Change Summary
	Previous	Current
	08-Jul-2021	09-Jul-2021	Change	Change %	Previous Week
Open	123-298	124-040	0-062	0.2%	123-170
High	124-075	124-042	-0-032	-0.1%	124-075
Low	123-278	123-290	0-012	0.0%	123-145
Close	124-058	123-298	-0-080	-0.2%	123-298
Range	0-118	0-072	-0-045	-38.3%	0-250
ATR	0-086	0-086	0-000	0.1%	0-000
Volume	994,089	688,853	-305,236	-30.7%	3,635,960

Daily Pivots for day following 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-214	124-168	124-017
R3	124-142	124-096	123-317
R2	124-069	124-069	123-311
R1	124-023	124-023	123-304	124-010
PP	123-317	123-317	123-317	123-310
S1	123-271	123-271	123-291	123-258
S2	123-244	123-244	123-284
S3	123-172	123-198	123-278
S4	123-099	123-126	123-258

Weekly Pivots for week ending 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	126-069	125-273	124-115
R3	125-139	125-023	124-046
R2	124-209	124-209	124-023
R1	124-093	124-093	124-000	124-151
PP	123-279	123-279	123-279	123-308
S1	123-163	123-163	123-275	123-221
S2	123-029	123-029	123-252
S3	122-099	122-233	123-229
S4	121-169	121-303	123-160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-075	123-050	1-025	0.9%	0-104	0.3%	72%	False	False	889,000
10	124-075	123-050	1-025	0.9%	0-078	0.2%	72%	False	False	787,352
20	124-110	122-275	1-155	1.2%	0-092	0.2%	72%	False	False	897,104
40	124-110	122-275	1-155	1.2%	0-080	0.2%	72%	False	False	824,215

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-031
2.618	124-232
1.618	124-160
1.000	124-115
0.618	124-087
HIGH	124-042
0.618	124-015
0.500	124-006
0.382	123-318
LOW	123-290
0.618	123-245
1.000	123-218
1.618	123-173
2.618	123-100
4.250	122-302

Fisher Pivots for day following 09-Jul-2021
Pivot	1 day	3 day
R1	124-006	123-314
PP	123-317	123-308
S1	123-307	123-303

Download as Excel Spreadsheet

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

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