ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 14-Jul-2021

Day Change Summary
	Previous	Current
	13-Jul-2021	14-Jul-2021	Change	Change %	Previous Week
Open	123-288	123-195	-0-092	-0.2%	123-170
High	123-308	123-285	-0-022	-0.1%	124-075
Low	123-178	123-188	0-010	0.0%	123-145
Close	123-195	123-270	0-075	0.2%	123-298
Range	0-130	0-098	-0-032	-25.0%	0-250
ATR	0-089	0-090	0-001	0.7%	0-000
Volume	1,167,837	725,382	-442,455	-37.9%	3,635,960

Daily Pivots for day following 14-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-220	124-182	124-004
R3	124-122	124-085	123-297
R2	124-025	124-025	123-288
R1	123-308	123-308	123-279	124-006
PP	123-248	123-248	123-248	123-257
S1	123-210	123-210	123-261	123-229
S2	123-150	123-150	123-252
S3	123-052	123-112	123-243
S4	122-275	123-015	123-216

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%	0-099	0.2%	43%	False	False	842,178
10	124-075	123-050	1-025	0.9%	0-092	0.2%	64%	False	False	855,310
20	124-075	122-275	1-120	1.1%	0-098	0.2%	72%	False	False	926,153
40	124-110	122-275	1-155	1.2%	0-083	0.2%	66%	False	False	886,629

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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-059
2.618	124-220
1.618	124-123
1.000	124-062
0.618	124-025
HIGH	123-285
0.618	123-248
0.500	123-236
0.382	123-225
LOW	123-188
0.618	123-127
1.000	123-090
1.618	123-030
2.618	122-252
4.250	122-093

Fisher Pivots for day following 14-Jul-2021
Pivot	1 day	3 day
R1	123-259	123-265
PP	123-248	123-260
S1	123-236	123-255

Download as Excel Spreadsheet

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

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