ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 21-Jul-2021

Day Change Summary
	Previous	Current
	20-Jul-2021	21-Jul-2021	Change	Change %	Previous Week
Open	124-092	124-132	0-040	0.1%	123-295
High	124-220	124-180	-0-040	-0.1%	124-012
Low	124-078	124-052	-0-025	-0.1%	123-178
Close	124-158	124-068	-0-090	-0.2%	123-298
Range	0-142	0-128	-0-015	-10.5%	0-155
ATR	0-098	0-100	0-002	2.2%	0-000
Volume	1,131,779	906,376	-225,403	-19.9%	3,866,485

Daily Pivots for day following 21-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-162	125-082	124-138
R3	125-035	124-275	124-103
R2	124-228	124-228	124-091
R1	124-148	124-148	124-079	124-124
PP	124-100	124-100	124-100	124-088
S1	124-020	124-020	124-056	123-316
S2	123-292	123-292	124-044
S3	123-165	123-212	124-032
S4	123-038	123-085	123-317

Weekly Pivots for week ending 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-094	125-031	124-063
R3	124-259	124-196	124-020
R2	124-104	124-104	124-006
R1	124-041	124-041	123-312	124-072
PP	123-269	123-269	123-269	123-285
S1	123-206	123-206	123-283	123-238
S2	123-114	123-114	123-269
S3	122-279	123-051	123-255
S4	122-124	122-216	123-212

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-220	123-230	0-310	0.8%	0-120	0.3%	51%	False	False	917,909
10	124-220	123-178	1-042	0.9%	0-110	0.3%	58%	False	False	880,044
20	124-220	123-050	1-170	1.2%	0-090	0.2%	69%	False	False	828,996
40	124-220	122-275	1-265	1.5%	0-090	0.2%	74%	False	False	942,868
60	124-220	122-275	1-265	1.5%	0-084	0.2%	74%	False	False	669,071

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-082
2.618	125-194
1.618	125-066
1.000	124-308
0.618	124-259
HIGH	124-180
0.618	124-131
0.500	124-116
0.382	124-101
LOW	124-052
0.618	123-294
1.000	123-245
1.618	123-166
2.618	123-039
4.250	122-151

Fisher Pivots for day following 21-Jul-2021
Pivot	1 day	3 day
R1	124-116	124-101
PP	124-100	124-090
S1	124-084	124-079

Download as Excel Spreadsheet

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

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