ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 16-Aug-2021

Day Change Summary
	Previous	Current
	13-Aug-2021	16-Aug-2021	Change	Change %	Previous Week
Open	123-265	124-032	0-088	0.2%	124-028
High	124-028	124-100	0-072	0.2%	124-078
Low	123-258	124-020	0-082	0.2%	123-220
Close	124-002	124-065	0-062	0.2%	124-002
Range	0-090	0-080	-0-010	-11.1%	0-178
ATR	0-092	0-093	0-000	0.4%	0-000
Volume	585,164	708,692	123,528	21.1%	3,481,702

Daily Pivots for day following 16-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-302	124-263	124-109
R3	124-222	124-183	124-087
R2	124-142	124-142	124-080
R1	124-103	124-103	124-072	124-122
PP	124-062	124-062	124-062	124-071
S1	124-023	124-023	124-058	124-042
S2	123-302	123-302	124-050
S3	123-222	123-263	124-043
S4	123-142	123-183	124-021

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-206	125-122	124-100
R3	125-028	124-264	124-051
R2	124-171	124-171	124-035
R1	124-087	124-087	124-019	124-040
PP	123-313	123-313	123-313	123-290
S1	123-229	123-229	123-306	123-182
S2	123-136	123-136	123-290
S3	122-278	123-052	123-274
S4	122-101	122-194	123-225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-100	123-220	0-200	0.5%	0-083	0.2%	83%	True	False	700,405
10	124-302	123-220	1-082	1.0%	0-092	0.2%	41%	False	False	718,001
20	124-302	123-220	1-082	1.0%	0-091	0.2%	41%	False	False	754,013
40	124-302	123-030	1-272	1.5%	0-089	0.2%	60%	False	False	786,917
60	124-302	122-275	2-028	1.7%	0-087	0.2%	64%	False	False	876,899
80	124-302	122-275	2-028	1.7%	0-084	0.2%	64%	False	False	664,847

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	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-120
2.618	124-309
1.618	124-229
1.000	124-180
0.618	124-149
HIGH	124-100
0.618	124-069
0.500	124-060
0.382	124-051
LOW	124-020
0.618	123-291
1.000	123-260
1.618	123-211
2.618	123-131
4.250	123-000

Fisher Pivots for day following 16-Aug-2021
Pivot	1 day	3 day
R1	124-063	124-049
PP	124-062	124-032
S1	124-060	124-016

Download as Excel Spreadsheet

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

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