ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 19-Aug-2021
Day Change Summary
Previous Current
18-Aug-2021 19-Aug-2021 Change Change % Previous Week
Open 124-032 124-028 -0-005 0.0% 124-028
High 124-052 124-082 0-030 0.1% 124-078
Low 123-298 124-020 0-042 0.1% 123-220
Close 124-025 124-035 0-010 0.0% 124-002
Range 0-075 0-062 -0-012 -16.7% 0-178
ATR 0-091 0-089 -0-002 -2.2% 0-000
Volume 873,880 759,147 -114,733 -13.1% 3,481,702
Daily Pivots for day following 19-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-233 124-197 124-069
R3 124-171 124-134 124-052
R2 124-108 124-108 124-046
R1 124-072 124-072 124-041 124-090
PP 124-046 124-046 124-046 124-055
S1 124-009 124-009 124-029 124-028
S2 123-303 123-303 124-024
S3 123-241 123-267 124-018
S4 123-178 123-204 124-001
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
5 124-105 123-258 0-168 0.4% 0-078 0.2% 58% False False 729,563
10 124-105 123-220 0-205 0.5% 0-082 0.2% 66% False False 736,833
20 124-302 123-220 1-082 1.0% 0-084 0.2% 34% False False 734,024
40 124-302 123-050 1-252 1.4% 0-088 0.2% 53% False False 777,784
60 124-302 122-275 2-028 1.7% 0-088 0.2% 60% False False 842,307
80 124-302 122-275 2-028 1.7% 0-085 0.2% 60% False False 694,241
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 125-028
2.618 124-246
1.618 124-184
1.000 124-145
0.618 124-121
HIGH 124-082
0.618 124-059
0.500 124-051
0.382 124-044
LOW 124-020
0.618 123-301
1.000 123-278
1.618 123-239
2.618 123-176
4.250 123-074
Fisher Pivots for day following 19-Aug-2021
Pivot 1 day 3 day
R1 124-051 124-041
PP 124-046 124-039
S1 124-040 124-037

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

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