ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 05-Aug-2021

Day Change Summary
	Previous	Current
	04-Aug-2021	05-Aug-2021	Change	Change %	Previous Week
Open	124-228	124-180	-0-048	-0.1%	124-100
High	124-302	124-185	-0-118	-0.3%	124-165
Low	124-148	124-085	-0-062	-0.2%	124-042
Close	124-182	124-112	-0-070	-0.2%	124-142
Range	0-155	0-100	-0-055	-35.5%	0-122
ATR	0-095	0-095	0-000	0.4%	0-000
Volume	896,862	791,833	-105,029	-11.7%	3,923,345

Daily Pivots for day following 05-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-108	125-050	124-168
R3	125-008	124-270	124-140
R2	124-228	124-228	124-131
R1	124-170	124-170	124-122	124-149
PP	124-128	124-128	124-128	124-117
S1	124-070	124-070	124-103	124-049
S2	124-028	124-028	124-094
S3	123-248	123-290	124-085
S4	123-148	123-190	124-058

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	124-302	124-085	0-218	0.5%	0-098	0.2%	13%	False	True	771,031
10	124-302	124-042	0-260	0.7%	0-086	0.2%	27%	False	False	731,215
20	124-302	123-178	1-125	1.1%	0-097	0.2%	57%	False	False	791,703
40	124-302	122-275	2-028	1.7%	0-096	0.2%	72%	False	False	854,437
60	124-302	122-275	2-028	1.7%	0-087	0.2%	72%	False	False	802,157

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-290
2.618	125-127
1.618	125-027
1.000	124-285
0.618	124-247
HIGH	124-185
0.618	124-147
0.500	124-135
0.382	124-123
LOW	124-085
0.618	124-023
1.000	123-305
1.618	123-243
2.618	123-143
4.250	122-300

Fisher Pivots for day following 05-Aug-2021
Pivot	1 day	3 day
R1	124-135	124-194
PP	124-128	124-167
S1	124-120	124-140

Download as Excel Spreadsheet

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

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