ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 15-Jul-2021
Day Change Summary
Previous Current
14-Jul-2021 15-Jul-2021 Change Change % Previous Week
Open 123-195 123-278 0-082 0.2% 123-170
High 123-285 124-000 0-035 0.1% 124-075
Low 123-188 123-250 0-062 0.2% 123-145
Close 123-270 123-298 0-028 0.1% 123-298
Range 0-098 0-070 -0-028 -28.2% 0-250
ATR 0-090 0-088 -0-001 -1.6% 0-000
Volume 725,382 751,508 26,126 3.6% 3,635,960
Daily Pivots for day following 15-Jul-2021
Classic Woodie Camarilla DeMark
R4 124-179 124-148 124-016
R3 124-109 124-078 123-317
R2 124-039 124-039 123-310
R1 124-008 124-008 123-304 124-024
PP 123-289 123-289 123-289 123-297
S1 123-258 123-258 123-291 123-274
S2 123-219 123-219 123-285
S3 123-149 123-188 123-278
S4 123-079 123-118 123-259
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
5 124-042 123-178 0-185 0.5% 0-090 0.2% 65% False False 793,662
10 124-075 123-050 1-025 0.9% 0-095 0.2% 72% False False 836,390
20 124-075 122-275 1-120 1.1% 0-089 0.2% 78% False False 888,342
40 124-110 122-275 1-155 1.2% 0-084 0.2% 72% False False 903,268
60 124-110 122-275 1-155 1.2% 0-079 0.2% 72% False False 605,127
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-298
2.618 124-183
1.618 124-113
1.000 124-070
0.618 124-043
HIGH 124-000
0.618 123-293
0.500 123-285
0.382 123-277
LOW 123-250
0.618 123-207
1.000 123-180
1.618 123-137
2.618 123-067
4.250 122-272
Fisher Pivots for day following 15-Jul-2021
Pivot 1 day 3 day
R1 123-293 123-281
PP 123-289 123-265
S1 123-285 123-249

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

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