ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 12-Jul-2021

Day Change Summary
	Previous	Current
	09-Jul-2021	12-Jul-2021	Change	Change %	Previous Week
Open	124-040	123-295	-0-065	-0.2%	123-170
High	124-042	124-012	-0-030	-0.1%	124-075
Low	123-290	123-255	-0-035	-0.1%	123-145
Close	123-298	123-282	-0-015	0.0%	123-298
Range	0-072	0-078	0-005	6.9%	0-250
ATR	0-086	0-086	-0-001	-0.7%	0-000
Volume	688,853	634,732	-54,121	-7.9%	3,635,960

Daily Pivots for day following 12-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-202	124-160	124-005
R3	124-125	124-082	123-304
R2	124-048	124-048	123-297
R1	124-005	124-005	123-290	123-308
PP	123-290	123-290	123-290	123-281
S1	123-248	123-248	123-275	123-230
S2	123-212	123-212	123-268
S3	123-135	123-170	123-261
S4	123-058	123-092	123-240

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	123-145	0-250	0.6%	0-094	0.2%	55%	False	False	854,138
10	124-075	123-050	1-025	0.9%	0-080	0.2%	67%	False	False	776,873
20	124-075	122-275	1-120	1.1%	0-092	0.2%	74%	False	False	892,076
40	124-110	122-275	1-155	1.2%	0-080	0.2%	69%	False	False	839,843

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	0-021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-022
2.618	124-215
1.618	124-138
1.000	124-090
0.618	124-060
HIGH	124-012
0.618	123-303
0.500	123-294
0.382	123-285
LOW	123-255
0.618	123-207
1.000	123-178
1.618	123-130
2.618	123-052
4.250	122-246

Fisher Pivots for day following 12-Jul-2021
Pivot	1 day	3 day
R1	123-294	124-005
PP	123-290	123-311
S1	123-286	123-297

Download as Excel Spreadsheet

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

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