ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 12-Aug-2021

Day Change Summary
	Previous	Current
	11-Aug-2021	12-Aug-2021	Change	Change %	Previous Week
Open	123-255	123-290	0-035	0.1%	124-158
High	124-008	123-312	-0-015	0.0%	124-302
Low	123-220	123-252	0-032	0.1%	124-022
Close	123-282	123-255	-0-028	-0.1%	124-040
Range	0-108	0-060	-0-048	-44.2%	0-280
ATR	0-095	0-092	-0-002	-2.6%	0-000
Volume	981,265	517,320	-463,945	-47.3%	3,694,316

Daily Pivots for day following 12-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-133	124-094	123-288
R3	124-073	124-034	123-272
R2	124-013	124-013	123-266
R1	123-294	123-294	123-260	123-284
PP	123-273	123-273	123-273	123-268
S1	123-234	123-234	123-250	123-224
S2	123-213	123-213	123-244
S3	123-153	123-174	123-238
S4	123-093	123-114	123-222

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	124-105	123-220	0-205	0.5%	0-086	0.2%	17%	False	False	744,104
10	124-302	123-220	1-082	1.0%	0-092	0.2%	9%	False	False	757,567
20	124-302	123-220	1-082	1.0%	0-096	0.2%	9%	False	False	779,314
40	124-302	122-275	2-028	1.7%	0-092	0.2%	45%	False	False	833,828
60	124-302	122-275	2-028	1.7%	0-088	0.2%	45%	False	False	861,950
80	124-302	122-275	2-028	1.7%	0-083	0.2%	45%	False	False	648,674

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	124-248
2.618	124-150
1.618	124-090
1.000	124-052
0.618	124-030
HIGH	123-312
0.618	123-290
0.500	123-282
0.382	123-275
LOW	123-252
0.618	123-215
1.000	123-192
1.618	123-155
2.618	123-095
4.250	122-318

Fisher Pivots for day following 12-Aug-2021
Pivot	1 day	3 day
R1	123-282	123-274
PP	123-273	123-268
S1	123-264	123-261

Download as Excel Spreadsheet

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

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