ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 09-Aug-2021

Day Change Summary
	Previous	Current
	06-Aug-2021	09-Aug-2021	Change	Change %	Previous Week
Open	124-100	124-028	-0-072	-0.2%	124-158
High	124-105	124-078	-0-028	-0.1%	124-302
Low	124-022	123-298	-0-045	-0.1%	124-022
Close	124-040	123-315	-0-045	-0.1%	124-040
Range	0-082	0-100	0-018	21.2%	0-280
ATR	0-095	0-095	0-000	0.4%	0-000
Volume	823,984	688,368	-135,616	-16.5%	3,694,316

Daily Pivots for day following 09-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-317	124-256	124-050
R3	124-217	124-156	124-022
R2	124-117	124-117	124-013
R1	124-056	124-056	124-004	124-036
PP	124-017	124-017	124-017	124-007
S1	123-276	123-276	123-306	123-256
S2	123-237	123-237	123-297
S3	123-137	123-176	123-288
S4	123-037	123-076	123-260

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	123-298	1-005	0.8%	0-101	0.3%	5%	False	True	735,597
10	124-302	123-298	1-005	0.8%	0-091	0.2%	5%	False	True	774,039
20	124-302	123-178	1-125	1.1%	0-098	0.2%	31%	False	False	801,142
40	124-302	122-275	2-028	1.7%	0-095	0.2%	54%	False	False	846,609
60	124-302	122-275	2-028	1.7%	0-086	0.2%	54%	False	False	826,943

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	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-182
2.618	125-019
1.618	124-239
1.000	124-178
0.618	124-139
HIGH	124-078
0.618	124-039
0.500	124-028
0.382	124-016
LOW	123-298
0.618	123-236
1.000	123-198
1.618	123-136
2.618	123-036
4.250	122-192

Fisher Pivots for day following 09-Aug-2021
Pivot	1 day	3 day
R1	124-028	124-081
PP	124-017	124-052
S1	124-006	124-024

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols