ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 31-Aug-2021

Day Change Summary
	Previous	Current
	30-Aug-2021	31-Aug-2021	Change	Change %	Previous Week
Open	124-012	124-058	0-045	0.1%	124-008
High	124-065	124-082	0-018	0.0%	124-038
Low	124-010	124-040	0-030	0.1%	123-228
Close	124-058	124-058	0-000	0.0%	124-010
Range	0-055	0-042	-0-012	-22.7%	0-130
ATR	0-080	0-077	-0-003	-3.4%	0-000
Volume	464,927	105,188	-359,739	-77.4%	8,615,367

Daily Pivots for day following 31-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-188	124-165	124-081
R3	124-145	124-122	124-069
R2	124-102	124-102	124-065
R1	124-080	124-080	124-061	124-079
PP	124-060	124-060	124-060	124-059
S1	124-038	124-038	124-054	124-036
S2	124-018	124-018	124-050
S3	123-295	123-315	124-046
S4	123-252	123-272	124-034

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	124-082	123-228	0-175	0.4%	0-068	0.2%	86%	True	False	1,378,667
10	124-082	123-228	0-175	0.4%	0-064	0.2%	86%	True	False	1,135,326
20	124-302	123-220	1-082	1.0%	0-079	0.2%	39%	False	False	938,863
40	124-302	123-178	1-125	1.1%	0-086	0.2%	45%	False	False	870,344
60	124-302	122-275	2-028	1.7%	0-088	0.2%	63%	False	False	878,483
80	124-302	122-275	2-028	1.7%	0-083	0.2%	63%	False	False	815,338

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-015
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	124-263
2.618	124-194
1.618	124-151
1.000	124-125
0.618	124-109
HIGH	124-082
0.618	124-066
0.500	124-061
0.382	124-056
LOW	124-040
0.618	124-014
1.000	123-318
1.618	123-291
2.618	123-249
4.250	123-179

Fisher Pivots for day following 31-Aug-2021
Pivot	1 day	3 day
R1	124-061	124-037
PP	124-060	124-016
S1	124-059	123-315

Download as Excel Spreadsheet

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

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