ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 30-Aug-2021
Day Change Summary
Previous Current
27-Aug-2021 30-Aug-2021 Change Change % Previous Week
Open 123-248 124-012 0-085 0.2% 124-008
High 124-022 124-065 0-042 0.1% 124-038
Low 123-228 124-010 0-102 0.3% 123-228
Close 124-010 124-058 0-048 0.1% 124-010
Range 0-115 0-055 -0-060 -52.2% 0-130
ATR 0-082 0-080 -0-002 -2.4% 0-000
Volume 1,189,720 464,927 -724,793 -60.9% 8,615,367
Daily Pivots for day following 30-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-209 124-188 124-088
R3 124-154 124-133 124-073
R2 124-099 124-099 124-068
R1 124-078 124-078 124-063 124-089
PP 124-044 124-044 124-044 124-049
S1 124-023 124-023 124-052 124-034
S2 123-309 123-309 124-047
S3 123-254 123-288 124-042
S4 123-199 123-233 124-027
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
5 124-065 123-228 0-158 0.4% 0-069 0.2% 95% True False 1,610,499
10 124-105 123-228 0-198 0.5% 0-068 0.2% 76% False False 1,196,900
20 124-302 123-220 1-082 1.0% 0-080 0.2% 39% False False 957,451
40 124-302 123-145 1-158 1.2% 0-088 0.2% 49% False False 894,114
60 124-302 122-275 2-028 1.7% 0-088 0.2% 63% False False 885,149
80 124-302 122-275 2-028 1.7% 0-084 0.2% 63% False False 814,174
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
4.250 124-299
2.618 124-209
1.618 124-154
1.000 124-120
0.618 124-099
HIGH 124-065
0.618 124-044
0.500 124-038
0.382 124-031
LOW 124-010
0.618 123-296
1.000 123-275
1.618 123-241
2.618 123-186
4.250 123-096
Fisher Pivots for day following 30-Aug-2021
Pivot 1 day 3 day
R1 124-051 124-034
PP 124-044 124-010
S1 124-038 123-306

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

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