ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 23-Jul-2021

Day Change Summary
	Previous	Current
	22-Jul-2021	23-Jul-2021	Change	Change %	Previous Week
Open	124-060	124-090	0-030	0.1%	123-308
High	124-125	124-112	-0-012	0.0%	124-220
Low	124-025	124-062	0-038	0.1%	123-302
Close	124-102	124-092	-0-010	0.0%	124-092
Range	0-100	0-050	-0-050	-50.0%	0-238
ATR	0-100	0-097	-0-004	-3.6%	0-000
Volume	715,569	518,481	-197,088	-27.5%	4,485,064

Daily Pivots for day following 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-239	124-216	124-120
R3	124-189	124-166	124-106
R2	124-139	124-139	124-102
R1	124-116	124-116	124-097	124-128
PP	124-089	124-089	124-089	124-095
S1	124-066	124-066	124-088	124-078
S2	124-039	124-039	124-083
S3	123-309	124-016	124-079
S4	123-259	123-286	124-065

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	126-171	126-049	124-223
R3	125-253	125-132	124-158
R2	125-016	125-016	124-136
R1	124-214	124-214	124-114	124-275
PP	124-098	124-098	124-098	124-129
S1	123-297	123-297	124-071	124-038
S2	123-181	123-181	124-049
S3	122-263	123-059	124-027
S4	122-026	122-142	123-282

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-220	123-302	0-238	0.6%	0-120	0.3%	46%	False	False	897,012
10	124-220	123-178	1-042	0.9%	0-106	0.3%	65%	False	False	835,154
20	124-220	123-050	1-170	1.2%	0-092	0.2%	74%	False	False	811,253
40	124-220	122-275	1-265	1.5%	0-091	0.2%	78%	False	False	856,912
60	124-220	122-275	1-265	1.5%	0-085	0.2%	78%	False	False	689,506

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	125-005
2.618	124-243
1.618	124-193
1.000	124-162
0.618	124-143
HIGH	124-112
0.618	124-093
0.500	124-088
0.382	124-082
LOW	124-062
0.618	124-032
1.000	124-012
1.618	123-302
2.618	123-252
4.250	123-170

Fisher Pivots for day following 23-Jul-2021
Pivot	1 day	3 day
R1	124-091	124-102
PP	124-089	124-099
S1	124-088	124-096

Download as Excel Spreadsheet

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

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