ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 26-Aug-2021

Day Change Summary
	Previous	Current
	25-Aug-2021	26-Aug-2021	Change	Change %	Previous Week
Open	123-312	123-278	-0-035	-0.1%	124-032
High	124-010	123-285	-0-045	-0.1%	124-105
Low	123-258	123-230	-0-028	-0.1%	123-298
Close	123-278	123-260	-0-018	0.0%	124-008
Range	0-072	0-055	-0-018	-24.1%	0-128
ATR	0-081	0-079	-0-002	-2.3%	0-000
Volume	2,927,744	2,205,757	-721,987	-24.7%	3,597,407

Daily Pivots for day following 26-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-103	124-077	123-290
R3	124-048	124-022	123-275
R2	123-313	123-313	123-270
R1	123-287	123-287	123-265	123-272
PP	123-258	123-258	123-258	123-251
S1	123-232	123-232	123-255	123-218
S2	123-203	123-203	123-250
S3	123-148	123-177	123-245
S4	123-093	123-122	123-230

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	124-055	123-230	0-145	0.4%	0-059	0.1%	21%	False	True	1,592,080
10	124-105	123-230	0-195	0.5%	0-068	0.2%	15%	False	True	1,160,821
20	124-302	123-220	1-082	1.0%	0-080	0.2%	10%	False	False	959,194
40	124-302	123-050	1-252	1.4%	0-089	0.2%	37%	False	False	888,960
60	124-302	122-275	2-028	1.7%	0-089	0.2%	46%	False	False	886,725
80	124-302	122-275	2-028	1.7%	0-083	0.2%	46%	False	False	793,550

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-199
2.618	124-109
1.618	124-054
1.000	124-020
0.618	123-319
HIGH	123-285
0.618	123-264
0.500	123-258
0.382	123-251
LOW	123-230
0.618	123-196
1.000	123-175
1.618	123-141
2.618	123-086
4.250	122-316

Fisher Pivots for day following 26-Aug-2021
Pivot	1 day	3 day
R1	123-259	123-292
PP	123-258	123-282
S1	123-258	123-271

Download as Excel Spreadsheet

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

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