ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 22-Jul-2021

Day Change Summary
	Previous	Current
	21-Jul-2021	22-Jul-2021	Change	Change %	Previous Week
Open	124-132	124-060	-0-072	-0.2%	123-295
High	124-180	124-125	-0-055	-0.1%	124-012
Low	124-052	124-025	-0-028	-0.1%	123-178
Close	124-068	124-102	0-035	0.1%	123-298
Range	0-128	0-100	-0-028	-21.6%	0-155
ATR	0-100	0-100	0-000	0.0%	0-000
Volume	906,376	715,569	-190,807	-21.1%	3,866,485

Daily Pivots for day following 22-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-064	125-023	124-158
R3	124-284	124-243	124-130
R2	124-184	124-184	124-121
R1	124-143	124-143	124-112	124-164
PP	124-084	124-084	124-084	124-094
S1	124-043	124-043	124-093	124-064
S2	123-304	123-304	124-084
S3	123-204	123-263	124-075
S4	123-104	123-163	124-048

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%	0-126	0.3%	62%	False	False	910,721
10	124-220	123-178	1-042	0.9%	0-108	0.3%	68%	False	False	852,192
20	124-220	123-050	1-170	1.2%	0-092	0.2%	76%	False	False	821,544
40	124-220	122-275	1-265	1.5%	0-090	0.2%	80%	False	False	896,449
60	124-220	122-275	1-265	1.5%	0-085	0.2%	80%	False	False	680,980

Crabel Price Patterns
NR	True
NR4	True
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	0-020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-230
2.618	125-067
1.618	124-287
1.000	124-225
0.618	124-187
HIGH	124-125
0.618	124-087
0.500	124-075
0.382	124-063
LOW	124-025
0.618	123-283
1.000	123-245
1.618	123-183
2.618	123-083
4.250	122-240

Fisher Pivots for day following 22-Jul-2021
Pivot	1 day	3 day
R1	124-093	124-122
PP	124-084	124-116
S1	124-075	124-109

Download as Excel Spreadsheet

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

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