ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 20-Aug-2021

Day Change Summary
	Previous	Current
	19-Aug-2021	20-Aug-2021	Change	Change %	Previous Week
Open	124-028	124-030	0-002	0.0%	124-032
High	124-082	124-055	-0-028	-0.1%	124-105
Low	124-020	123-315	-0-025	-0.1%	123-298
Close	124-035	124-008	-0-028	-0.1%	124-008
Range	0-062	0-060	-0-002	-4.0%	0-128
ATR	0-089	0-087	-0-002	-2.3%	0-000
Volume	759,147	534,756	-224,391	-29.6%	3,597,407

Daily Pivots for day following 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-199	124-163	124-040
R3	124-139	124-103	124-024
R2	124-079	124-079	124-018
R1	124-043	124-043	124-013	124-031
PP	124-019	124-019	124-019	124-013
S1	123-303	123-303	124-002	123-291
S2	123-279	123-279	123-316
S3	123-219	123-243	123-311
S4	123-159	123-183	123-294

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-092	125-018	124-078
R3	124-285	124-210	124-043
R2	124-158	124-158	124-031
R1	124-082	124-082	124-019	124-056
PP	124-030	124-030	124-030	124-017
S1	123-275	123-275	123-316	123-249
S2	123-222	123-222	123-304
S3	123-095	123-148	123-292
S4	122-288	123-020	123-257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-105	123-298	0-128	0.3%	0-072	0.2%	24%	False	False	719,481
10	124-105	123-220	0-205	0.5%	0-080	0.2%	52%	False	False	707,910
20	124-302	123-220	1-082	1.0%	0-084	0.2%	27%	False	False	734,838
40	124-302	123-050	1-252	1.4%	0-088	0.2%	48%	False	False	773,045
60	124-302	122-275	2-028	1.7%	0-089	0.2%	56%	False	False	816,221
80	124-302	122-275	2-028	1.7%	0-084	0.2%	56%	False	False	700,839

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	0-022
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	124-310
2.618	124-212
1.618	124-152
1.000	124-115
0.618	124-092
HIGH	124-055
0.618	124-032
0.500	124-025
0.382	124-018
LOW	123-315
0.618	123-278
1.000	123-255
1.618	123-218
2.618	123-158
4.250	123-060

Fisher Pivots for day following 20-Aug-2021
Pivot	1 day	3 day
R1	124-025	124-030
PP	124-019	124-022
S1	124-013	124-015

Download as Excel Spreadsheet

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

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