ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 25-Aug-2021

Day Change Summary
	Previous	Current
	24-Aug-2021	25-Aug-2021	Change	Change %	Previous Week
Open	124-030	123-312	-0-038	-0.1%	124-032
High	124-035	124-010	-0-025	-0.1%	124-105
Low	123-308	123-258	-0-050	-0.1%	123-298
Close	123-318	123-278	-0-040	-0.1%	124-008
Range	0-048	0-072	0-025	52.6%	0-128
ATR	0-082	0-081	-0-001	-0.8%	0-000
Volume	1,264,350	2,927,744	1,663,394	131.6%	3,597,407

Daily Pivots for day following 25-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-186	124-144	123-317
R3	124-113	124-072	123-297
R2	124-041	124-041	123-291
R1	123-319	123-319	123-284	123-304
PP	123-288	123-288	123-288	123-281
S1	123-247	123-247	123-271	123-231
S2	123-216	123-216	123-264
S3	123-143	123-174	123-258
S4	123-071	123-102	123-238

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	123-258	0-145	0.4%	0-060	0.2%	14%	False	True	1,302,758
10	124-105	123-252	0-172	0.4%	0-069	0.2%	14%	False	False	991,978
20	124-302	123-220	1-082	1.0%	0-081	0.2%	14%	False	False	883,444
40	124-302	123-050	1-252	1.4%	0-088	0.2%	40%	False	False	857,333
60	124-302	122-275	2-028	1.7%	0-089	0.2%	48%	False	False	859,035
80	124-302	122-275	2-028	1.7%	0-084	0.2%	48%	False	False	766,022

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-318
2.618	124-200
1.618	124-127
1.000	124-082
0.618	124-055
HIGH	124-010
0.618	123-302
0.500	123-294
0.382	123-285
LOW	123-258
0.618	123-213
1.000	123-185
1.618	123-140
2.618	123-068
4.250	122-269

Fisher Pivots for day following 25-Aug-2021
Pivot	1 day	3 day
R1	123-294	123-308
PP	123-288	123-298
S1	123-283	123-288

Download as Excel Spreadsheet

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

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