ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 29-Jul-2021

Day Change Summary
	Previous	Current
	28-Jul-2021	29-Jul-2021	Change	Change %	Previous Week
Open	124-122	124-132	0-010	0.0%	123-308
High	124-148	124-135	-0-012	0.0%	124-220
Low	124-042	124-072	0-030	0.1%	123-302
Close	124-085	124-102	0-018	0.0%	124-092
Range	0-105	0-062	-0-042	-40.5%	0-238
ATR	0-094	0-092	-0-002	-2.4%	0-000
Volume	979,044	690,746	-288,298	-29.4%	4,485,064

Daily Pivots for day following 29-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-291	124-259	124-137
R3	124-228	124-197	124-120
R2	124-166	124-166	124-114
R1	124-134	124-134	124-108	124-119
PP	124-103	124-103	124-103	124-096
S1	124-072	124-072	124-097	124-056
S2	124-041	124-041	124-091
S3	123-298	124-009	124-085
S4	123-236	123-267	124-068

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	124-042	0-115	0.3%	0-072	0.2%	52%	False	False	691,400
10	124-220	123-230	0-310	0.8%	0-099	0.2%	62%	False	False	801,061
20	124-220	123-050	1-170	1.2%	0-097	0.2%	76%	False	False	818,725
40	124-220	122-275	1-265	1.5%	0-093	0.2%	80%	False	False	850,490
60	124-220	122-275	1-265	1.5%	0-084	0.2%	80%	False	False	738,335

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-081
2.618	124-299
1.618	124-236
1.000	124-198
0.618	124-174
HIGH	124-135
0.618	124-111
0.500	124-104
0.382	124-096
LOW	124-072
0.618	124-034
1.000	124-010
1.618	123-291
2.618	123-229
4.250	123-127

Fisher Pivots for day following 29-Jul-2021
Pivot	1 day	3 day
R1	124-104	124-100
PP	124-103	124-098
S1	124-103	124-096

Download as Excel Spreadsheet

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

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