ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 123-305 123-255 -0-050 -0.1% 124-158
High 124-008 124-008 0-000 0.0% 124-302
Low 123-250 123-220 -0-030 -0.1% 124-022
Close 123-262 123-282 0-020 0.1% 124-040
Range 0-078 0-108 0-030 38.7% 0-280
ATR 0-094 0-095 0-001 1.1% 0-000
Volume 709,585 981,265 271,680 38.3% 3,694,316
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-279 124-228 124-022
R3 124-172 124-121 123-312
R2 124-064 124-064 123-302
R1 124-013 124-013 123-292 124-039
PP 123-277 123-277 123-277 123-289
S1 123-226 123-226 123-273 123-251
S2 123-169 123-169 123-263
S3 123-062 123-118 123-253
S4 122-274 123-011 123-223
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
5 124-185 123-220 0-285 0.7% 0-094 0.2% 22% False True 799,007
10 124-302 123-220 1-082 1.0% 0-092 0.2% 16% False True 774,910
20 124-302 123-220 1-082 1.0% 0-096 0.2% 16% False True 791,023
40 124-302 122-275 2-028 1.7% 0-097 0.2% 49% False False 858,588
60 124-302 122-275 2-028 1.7% 0-087 0.2% 49% False False 854,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-144
2.618 124-289
1.618 124-181
1.000 124-115
0.618 124-074
HIGH 124-008
0.618 123-286
0.500 123-274
0.382 123-261
LOW 123-220
0.618 123-154
1.000 123-112
1.618 123-046
2.618 122-259
4.250 122-083
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 123-280 123-309
PP 123-277 123-300
S1 123-274 123-291

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

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