ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 17-Aug-2021

Day Change Summary
	Previous	Current
	16-Aug-2021	17-Aug-2021	Change	Change %	Previous Week
Open	124-032	124-045	0-012	0.0%	124-028
High	124-100	124-105	0-005	0.0%	124-078
Low	124-020	124-022	0-002	0.0%	123-220
Close	124-065	124-042	-0-022	-0.1%	124-002
Range	0-080	0-082	0-002	3.1%	0-178
ATR	0-093	0-092	-0-001	-0.8%	0-000
Volume	708,692	720,932	12,240	1.7%	3,481,702

Daily Pivots for day following 17-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-304	124-256	124-088
R3	124-222	124-173	124-065
R2	124-139	124-139	124-058
R1	124-091	124-091	124-050	124-074
PP	124-057	124-057	124-057	124-048
S1	124-008	124-008	124-035	123-311
S2	123-294	123-294	124-027
S3	123-212	123-246	124-020
S4	123-129	123-163	123-317

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	124-105	123-220	0-205	0.5%	0-084	0.2%	70%	True	False	702,674
10	124-302	123-220	1-082	1.0%	0-094	0.2%	35%	False	False	742,400
20	124-302	123-220	1-082	1.0%	0-088	0.2%	35%	False	False	733,470
40	124-302	123-050	1-252	1.4%	0-088	0.2%	55%	False	False	779,097
60	124-302	122-275	2-028	1.7%	0-088	0.2%	61%	False	False	882,868
80	124-302	122-275	2-028	1.7%	0-084	0.2%	61%	False	False	673,858

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	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-136
2.618	125-001
1.618	124-238
1.000	124-188
0.618	124-156
HIGH	124-105
0.618	124-073
0.500	124-064
0.382	124-054
LOW	124-022
0.618	123-292
1.000	123-260
1.618	123-209
2.618	123-127
4.250	122-312

Fisher Pivots for day following 17-Aug-2021
Pivot	1 day	3 day
R1	124-064	124-035
PP	124-057	124-028
S1	124-050	124-021

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