ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 27-Jul-2021

Day Change Summary
	Previous	Current
	26-Jul-2021	27-Jul-2021	Change	Change %	Previous Week
Open	124-100	124-090	-0-010	0.0%	123-308
High	124-158	124-150	-0-008	0.0%	124-220
Low	124-080	124-082	0-002	0.0%	123-302
Close	124-100	124-132	0-032	0.1%	124-092
Range	0-078	0-068	-0-010	-12.9%	0-238
ATR	0-095	0-093	-0-002	-2.1%	0-000
Volume	565,630	703,100	137,470	24.3%	4,485,064

Daily Pivots for day following 27-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-004	124-296	124-170
R3	124-257	124-228	124-151
R2	124-189	124-189	124-145
R1	124-161	124-161	124-139	124-175
PP	124-122	124-122	124-122	124-129
S1	124-093	124-093	124-126	124-108
S2	124-054	124-054	124-120
S3	123-307	124-026	124-114
S4	123-239	123-278	124-095

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	124-180	124-025	0-155	0.4%	0-084	0.2%	69%	False	False	681,831
10	124-220	123-188	1-032	0.9%	0-099	0.2%	75%	False	False	781,771
20	124-220	123-050	1-170	1.2%	0-093	0.2%	82%	False	False	812,299
40	124-220	122-275	1-265	1.5%	0-091	0.2%	85%	False	False	840,533
60	124-220	122-275	1-265	1.5%	0-085	0.2%	85%	False	False	710,588

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-117
2.618	125-007
1.618	124-259
1.000	124-218
0.618	124-192
HIGH	124-150
0.618	124-124
0.500	124-116
0.382	124-108
LOW	124-082
0.618	124-041
1.000	124-015
1.618	123-293
2.618	123-226
4.250	123-116

Fisher Pivots for day following 27-Jul-2021
Pivot	1 day	3 day
R1	124-127	124-125
PP	124-122	124-118
S1	124-116	124-110

Download as Excel Spreadsheet

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

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