ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 24-Aug-2021

Day Change Summary
	Previous	Current
	23-Aug-2021	24-Aug-2021	Change	Change %	Previous Week
Open	124-008	124-030	0-022	0.1%	124-032
High	124-038	124-035	-0-002	0.0%	124-105
Low	123-298	123-308	0-010	0.0%	123-298
Close	124-030	123-318	-0-032	-0.1%	124-008
Range	0-060	0-048	-0-012	-20.8%	0-128
ATR	0-085	0-082	-0-003	-3.1%	0-000
Volume	1,027,796	1,264,350	236,554	23.0%	3,597,407

Daily Pivots for day following 24-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-149	124-121	124-024
R3	124-102	124-073	124-011
R2	124-054	124-054	124-006
R1	124-026	124-026	124-002	124-016
PP	124-007	124-007	124-007	124-002
S1	123-298	123-298	123-313	123-289
S2	123-279	123-279	123-309
S3	123-232	123-251	123-304
S4	123-184	123-203	123-291

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	124-082	123-298	0-105	0.3%	0-061	0.2%	19%	False	False	891,985
10	124-105	123-220	0-205	0.5%	0-072	0.2%	48%	False	False	797,330
20	124-302	123-220	1-082	1.0%	0-082	0.2%	24%	False	False	786,009
40	124-302	123-050	1-252	1.4%	0-088	0.2%	47%	False	False	799,154
60	124-302	122-275	2-028	1.7%	0-088	0.2%	54%	False	False	822,358
80	124-302	122-275	2-028	1.7%	0-084	0.2%	54%	False	False	729,443

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	124-237
2.618	124-159
1.618	124-112
1.000	124-082
0.618	124-064
HIGH	124-035
0.618	124-017
0.500	124-011
0.382	124-006
LOW	123-308
0.618	123-278
1.000	123-260
1.618	123-231
2.618	123-183
4.250	123-106

Fisher Pivots for day following 24-Aug-2021
Pivot	1 day	3 day
R1	124-011	124-016
PP	124-007	124-010
S1	124-002	124-004

Download as Excel Spreadsheet

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

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