ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 18-Aug-2021

Day Change Summary
	Previous	Current
	17-Aug-2021	18-Aug-2021	Change	Change %	Previous Week
Open	124-045	124-032	-0-012	0.0%	124-028
High	124-105	124-052	-0-052	-0.1%	124-078
Low	124-022	123-298	-0-045	-0.1%	123-220
Close	124-042	124-025	-0-018	0.0%	124-002
Range	0-082	0-075	-0-008	-9.1%	0-178
ATR	0-092	0-091	-0-001	-1.3%	0-000
Volume	720,932	873,880	152,948	21.2%	3,481,702

Daily Pivots for day following 18-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-243	124-209	124-066
R3	124-168	124-134	124-046
R2	124-093	124-093	124-039
R1	124-059	124-059	124-032	124-039
PP	124-018	124-018	124-018	124-008
S1	123-304	123-304	124-018	123-284
S2	123-263	123-263	124-011
S3	123-188	123-229	124-004
S4	123-113	123-154	123-304

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	123-252	0-172	0.4%	0-078	0.2%	54%	False	False	681,197
10	124-185	123-220	0-285	0.7%	0-086	0.2%	44%	False	False	740,102
20	124-302	123-220	1-082	1.0%	0-086	0.2%	31%	False	False	731,845
40	124-302	123-050	1-252	1.4%	0-088	0.2%	52%	False	False	780,421
60	124-302	122-275	2-028	1.7%	0-088	0.2%	58%	False	False	872,527
80	124-302	122-275	2-028	1.7%	0-085	0.2%	58%	False	False	684,764

Crabel Price Patterns
NR	True
NR4	True
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	0-020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-051
2.618	124-249
1.618	124-174
1.000	124-128
0.618	124-099
HIGH	124-052
0.618	124-024
0.500	124-015
0.382	124-006
LOW	123-298
0.618	123-251
1.000	123-222
1.618	123-176
2.618	123-101
4.250	122-299

Fisher Pivots for day following 18-Aug-2021
Pivot	1 day	3 day
R1	124-022	124-041
PP	124-018	124-036
S1	124-015	124-030

Download as Excel Spreadsheet

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

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