ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 23-Aug-2021
Day Change Summary
Previous Current
20-Aug-2021 23-Aug-2021 Change Change % Previous Week
Open 124-030 124-008 -0-022 -0.1% 124-032
High 124-055 124-038 -0-018 0.0% 124-105
Low 123-315 123-298 -0-018 0.0% 123-298
Close 124-008 124-030 0-022 0.1% 124-008
Range 0-060 0-060 0-000 0.0% 0-128
ATR 0-087 0-085 -0-002 -2.2% 0-000
Volume 534,756 1,027,796 493,040 92.2% 3,597,407
Daily Pivots for day following 23-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-195 124-172 124-063
R3 124-135 124-112 124-046
R2 124-075 124-075 124-041
R1 124-052 124-052 124-036 124-064
PP 124-015 124-015 124-015 124-021
S1 123-312 123-312 124-024 124-004
S2 123-275 123-275 124-019
S3 123-215 123-252 124-014
S4 123-155 123-192 123-317
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% 0-068 0.2% 41% False True 783,302
10 124-105 123-220 0-205 0.5% 0-076 0.2% 63% False False 741,853
20 124-302 123-220 1-082 1.0% 0-083 0.2% 32% False False 757,946
40 124-302 123-050 1-252 1.4% 0-088 0.2% 52% False False 780,252
60 124-302 122-275 2-028 1.7% 0-089 0.2% 59% False False 816,623
80 124-302 122-275 2-028 1.7% 0-084 0.2% 59% False False 713,659
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Fibonacci Retracements and Extensions
4.250 124-292
2.618 124-195
1.618 124-135
1.000 124-098
0.618 124-075
HIGH 124-038
0.618 124-015
0.500 124-008
0.382 124-000
LOW 123-298
0.618 123-260
1.000 123-238
1.618 123-200
2.618 123-140
4.250 123-042
Fisher Pivots for day following 23-Aug-2021
Pivot 1 day 3 day
R1 124-022 124-030
PP 124-015 124-030
S1 124-008 124-030

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

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