ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 30-Jul-2021
Day Change Summary
Previous Current
29-Jul-2021 30-Jul-2021 Change Change % Previous Week
Open 124-132 124-090 -0-042 -0.1% 124-100
High 124-135 124-165 0-030 0.1% 124-165
Low 124-072 124-090 0-018 0.0% 124-042
Close 124-102 124-142 0-040 0.1% 124-142
Range 0-062 0-075 0-012 20.0% 0-122
ATR 0-092 0-091 -0-001 -1.3% 0-000
Volume 690,746 984,825 294,079 42.6% 3,923,345
Daily Pivots for day following 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 125-038 125-005 124-184
R3 124-282 124-250 124-163
R2 124-208 124-208 124-156
R1 124-175 124-175 124-149 124-191
PP 124-132 124-132 124-132 124-141
S1 124-100 124-100 124-136 124-116
S2 124-058 124-058 124-129
S3 123-302 124-025 124-122
S4 123-228 123-270 124-101
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 125-164 125-116 124-210
R3 125-042 124-313 124-176
R2 124-239 124-239 124-165
R1 124-191 124-191 124-154 124-215
PP 124-117 124-117 124-117 124-129
S1 124-068 124-068 124-131 124-092
S2 123-314 123-314 124-120
S3 123-192 123-266 124-109
S4 123-069 123-143 124-075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-165 124-042 0-122 0.3% 0-078 0.2% 82% True False 784,669
10 124-220 123-302 0-238 0.6% 0-099 0.2% 67% False False 840,840
20 124-220 123-050 1-170 1.2% 0-098 0.2% 84% False False 835,994
40 124-220 122-275 1-265 1.5% 0-093 0.2% 87% False False 857,275
60 124-220 122-275 1-265 1.5% 0-084 0.2% 87% False False 754,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-164
2.618 125-041
1.618 124-286
1.000 124-240
0.618 124-211
HIGH 124-165
0.618 124-136
0.500 124-128
0.382 124-119
LOW 124-090
0.618 124-044
1.000 124-015
1.618 123-289
2.618 123-214
4.250 123-091
Fisher Pivots for day following 30-Jul-2021
Pivot 1 day 3 day
R1 124-138 124-130
PP 124-132 124-117
S1 124-128 124-104

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

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