ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 10-Aug-2021

Day Change Summary
	Previous	Current
	09-Aug-2021	10-Aug-2021	Change	Change %	Previous Week
Open	124-028	123-305	-0-042	-0.1%	124-158
High	124-078	124-008	-0-070	-0.2%	124-302
Low	123-298	123-250	-0-048	-0.1%	124-022
Close	123-315	123-262	-0-052	-0.1%	124-040
Range	0-100	0-078	-0-022	-22.5%	0-280
ATR	0-095	0-094	-0-001	-1.3%	0-000
Volume	688,368	709,585	21,217	3.1%	3,694,316

Daily Pivots for day following 10-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-192	124-145	123-305
R3	124-115	124-068	123-284
R2	124-038	124-038	123-277
R1	123-310	123-310	123-270	123-295
PP	123-280	123-280	123-280	123-272
S1	123-232	123-232	123-255	123-218
S2	123-202	123-202	123-248
S3	123-125	123-155	123-241
S4	123-048	123-078	123-220

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	123-250	1-052	0.9%	0-103	0.3%	3%	False	True	782,126
10	124-302	123-250	1-052	0.9%	0-092	0.2%	3%	False	True	774,688
20	124-302	123-188	1-115	1.1%	0-096	0.2%	17%	False	False	778,229
40	124-302	122-275	2-028	1.7%	0-095	0.2%	46%	False	False	849,886
60	124-302	122-275	2-028	1.7%	0-087	0.2%	46%	False	False	838,678

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-021
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-017
2.618	124-210
1.618	124-133
1.000	124-085
0.618	124-055
HIGH	124-008
0.618	123-298
0.500	123-289
0.382	123-280
LOW	123-250
0.618	123-202
1.000	123-172
1.618	123-125
2.618	123-047
4.250	122-241

Fisher Pivots for day following 10-Aug-2021
Pivot	1 day	3 day
R1	123-289	124-018
PP	123-280	123-312
S1	123-271	123-288

Download as Excel Spreadsheet

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

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