ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 13-Jul-2021
Day Change Summary
Previous Current
12-Jul-2021 13-Jul-2021 Change Change % Previous Week
Open 123-295 123-288 -0-008 0.0% 123-170
High 124-012 123-308 -0-025 -0.1% 124-075
Low 123-255 123-178 -0-078 -0.2% 123-145
Close 123-282 123-195 -0-088 -0.2% 123-298
Range 0-078 0-130 0-052 67.7% 0-250
ATR 0-086 0-089 0-003 3.7% 0-000
Volume 634,732 1,167,837 533,105 84.0% 3,635,960
Daily Pivots for day following 13-Jul-2021
Classic Woodie Camarilla DeMark
R4 124-297 124-216 123-266
R3 124-167 124-086 123-231
R2 124-037 124-037 123-219
R1 123-276 123-276 123-207 123-251
PP 123-227 123-227 123-227 123-214
S1 123-146 123-146 123-183 123-121
S2 123-097 123-097 123-171
S3 122-287 123-016 123-159
S4 122-157 122-206 123-124
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
5 124-075 123-178 0-218 0.5% 0-092 0.2% 8% False True 876,508
10 124-075 123-050 1-025 0.9% 0-087 0.2% 42% False False 842,827
20 124-075 122-275 1-120 1.1% 0-094 0.2% 55% False False 921,542
40 124-110 122-275 1-155 1.2% 0-082 0.2% 51% False False 868,902
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-220
2.618 125-008
1.618 124-198
1.000 124-118
0.618 124-068
HIGH 123-308
0.618 123-258
0.500 123-242
0.382 123-227
LOW 123-178
0.618 123-097
1.000 123-048
1.618 122-287
2.618 122-157
4.250 121-265
Fisher Pivots for day following 13-Jul-2021
Pivot 1 day 3 day
R1 123-242 123-270
PP 123-227 123-245
S1 123-211 123-220

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

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