ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 28-Jul-2021

Day Change Summary
	Previous	Current
	27-Jul-2021	28-Jul-2021	Change	Change %	Previous Week
Open	124-090	124-122	0-032	0.1%	123-308
High	124-150	124-148	-0-002	0.0%	124-220
Low	124-082	124-042	-0-040	-0.1%	123-302
Close	124-132	124-085	-0-048	-0.1%	124-092
Range	0-068	0-105	0-038	55.6%	0-238
ATR	0-093	0-094	0-001	0.9%	0-000
Volume	703,100	979,044	275,944	39.2%	4,485,064

Daily Pivots for day following 28-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-087	125-031	124-143
R3	124-302	124-246	124-114
R2	124-197	124-197	124-104
R1	124-141	124-141	124-095	124-116
PP	124-092	124-092	124-092	124-079
S1	124-036	124-036	124-075	124-011
S2	123-307	123-307	124-066
S3	123-202	123-251	124-056
S4	123-097	123-146	124-027

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	124-158	124-025	0-132	0.3%	0-080	0.2%	45%	False	False	696,364
10	124-220	123-230	0-310	0.8%	0-100	0.3%	56%	False	False	807,137
20	124-220	123-050	1-170	1.2%	0-096	0.2%	72%	False	False	831,223
40	124-220	122-275	1-265	1.5%	0-092	0.2%	77%	False	False	846,831
60	124-220	122-275	1-265	1.5%	0-085	0.2%	77%	False	False	726,881

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-274
2.618	125-102
1.618	124-317
1.000	124-252
0.618	124-212
HIGH	124-148
0.618	124-107
0.500	124-095
0.382	124-083
LOW	124-042
0.618	123-298
1.000	123-258
1.618	123-193
2.618	123-088
4.250	122-236

Fisher Pivots for day following 28-Jul-2021
Pivot	1 day	3 day
R1	124-095	124-100
PP	124-092	124-095
S1	124-088	124-090

Download as Excel Spreadsheet

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

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