ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 06-Aug-2021

Day Change Summary
	Previous	Current
	05-Aug-2021	06-Aug-2021	Change	Change %	Previous Week
Open	124-180	124-100	-0-080	-0.2%	124-158
High	124-185	124-105	-0-080	-0.2%	124-302
Low	124-085	124-022	-0-062	-0.2%	124-022
Close	124-112	124-040	-0-072	-0.2%	124-040
Range	0-100	0-082	-0-018	-17.5%	0-280
ATR	0-095	0-095	0-000	-0.4%	0-000
Volume	791,833	823,984	32,151	4.1%	3,694,316

Daily Pivots for day following 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-303	124-254	124-085
R3	124-221	124-172	124-063
R2	124-138	124-138	124-055
R1	124-089	124-089	124-048	124-072
PP	124-056	124-056	124-056	124-048
S1	124-007	124-007	124-032	123-310
S2	123-293	123-293	124-025
S3	123-211	123-244	124-017
S4	123-128	123-162	123-315

Weekly Pivots for week ending 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	127-002	126-141	124-194
R3	126-042	125-181	124-117
R2	125-082	125-082	124-091
R1	124-221	124-221	124-066	124-171
PP	124-122	124-122	124-122	124-097
S1	123-261	123-261	124-014	123-211
S2	123-162	123-162	123-309
S3	122-202	122-301	123-283
S4	121-242	122-021	123-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-302	124-022	0-280	0.7%	0-100	0.3%	6%	False	True	738,863
10	124-302	124-022	0-280	0.7%	0-089	0.2%	6%	False	True	761,766
20	124-302	123-178	1-125	1.1%	0-097	0.2%	41%	False	False	798,460
40	124-302	122-275	2-028	1.7%	0-094	0.2%	61%	False	False	847,782
60	124-302	122-275	2-028	1.7%	0-086	0.2%	61%	False	False	815,630

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	0-016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-136
2.618	125-001
1.618	124-238
1.000	124-188
0.618	124-156
HIGH	124-105
0.618	124-073
0.500	124-064
0.382	124-054
LOW	124-022
0.618	123-292
1.000	123-260
1.618	123-209
2.618	123-127
4.250	122-312

Fisher Pivots for day following 06-Aug-2021
Pivot	1 day	3 day
R1	124-064	124-162
PP	124-056	124-122
S1	124-048	124-081

Download as Excel Spreadsheet

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

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