ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 27-Aug-2021

Day Change Summary
	Previous	Current
	26-Aug-2021	27-Aug-2021	Change	Change %	Previous Week
Open	123-278	123-248	-0-030	-0.1%	124-008
High	123-285	124-022	0-058	0.1%	124-038
Low	123-230	123-228	-0-002	0.0%	123-228
Close	123-260	124-010	0-070	0.2%	124-010
Range	0-055	0-115	0-060	109.1%	0-130
ATR	0-079	0-082	0-003	3.2%	0-000
Volume	2,205,757	1,189,720	-1,016,037	-46.1%	8,615,367

Daily Pivots for day following 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-005	124-282	124-073
R3	124-210	124-168	124-042
R2	124-095	124-095	124-031
R1	124-052	124-052	124-021	124-074
PP	123-300	123-300	123-300	123-311
S1	123-258	123-258	123-319	123-279
S2	123-185	123-185	123-309
S3	123-070	123-142	123-298
S4	122-275	123-028	123-267

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-055	125-002	124-082
R3	124-245	124-192	124-046
R2	124-115	124-115	124-034
R1	124-062	124-062	124-022	124-089
PP	123-305	123-305	123-305	123-318
S1	123-252	123-252	123-318	123-279
S2	123-175	123-175	123-306
S3	123-045	123-122	123-294
S4	122-235	122-312	123-258

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-038	123-228	0-130	0.3%	0-070	0.2%	79%	False	True	1,723,073
10	124-105	123-228	0-198	0.5%	0-071	0.2%	52%	False	True	1,221,277
20	124-302	123-220	1-082	1.0%	0-082	0.2%	27%	False	False	969,439
40	124-302	123-050	1-252	1.4%	0-090	0.2%	49%	False	False	902,717
60	124-302	122-275	2-028	1.7%	0-089	0.2%	56%	False	False	894,663
80	124-302	122-275	2-028	1.7%	0-084	0.2%	56%	False	False	808,390

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	125-191
2.618	125-004
1.618	124-209
1.000	124-138
0.618	124-094
HIGH	124-022
0.618	123-299
0.500	123-285
0.382	123-271
LOW	123-228
0.618	123-156
1.000	123-112
1.618	123-041
2.618	122-246
4.250	122-059

Fisher Pivots for day following 27-Aug-2021
Pivot	1 day	3 day
R1	123-315	123-315
PP	123-300	123-300
S1	123-285	123-285

Download as Excel Spreadsheet

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

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