ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 01-Sep-2021
Day Change Summary
Previous Current
31-Aug-2021 01-Sep-2021 Change Change % Previous Week
Open 124-058 124-052 -0-005 0.0% 124-008
High 124-082 124-082 0-000 0.0% 124-038
Low 124-040 124-022 -0-018 0.0% 123-228
Close 124-058 124-050 -0-008 0.0% 124-010
Range 0-042 0-060 0-018 41.2% 0-130
ATR 0-077 0-076 -0-001 -1.6% 0-000
Volume 105,188 46,408 -58,780 -55.9% 8,615,367
Daily Pivots for day following 01-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-232 124-201 124-083
R3 124-172 124-141 124-066
R2 124-112 124-112 124-061
R1 124-081 124-081 124-056 124-066
PP 124-052 124-052 124-052 124-044
S1 124-021 124-021 124-044 124-006
S2 123-312 123-312 124-039
S3 123-252 123-281 124-034
S4 123-192 123-221 124-017
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% 0-066 0.2% 81% True False 802,400
10 124-082 123-228 0-175 0.4% 0-063 0.2% 81% True False 1,052,579
20 124-185 123-220 0-285 0.7% 0-074 0.2% 53% False False 896,340
40 124-302 123-178 1-125 1.1% 0-086 0.2% 43% False False 849,078
60 124-302 122-275 2-028 1.7% 0-088 0.2% 62% False False 867,149
80 124-302 122-275 2-028 1.7% 0-083 0.2% 62% False False 815,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-018
2.618 124-240
1.618 124-180
1.000 124-142
0.618 124-120
HIGH 124-082
0.618 124-060
0.500 124-052
0.382 124-045
LOW 124-022
0.618 123-305
1.000 123-282
1.618 123-245
2.618 123-185
4.250 123-088
Fisher Pivots for day following 01-Sep-2021
Pivot 1 day 3 day
R1 124-052 124-049
PP 124-052 124-048
S1 124-051 124-046

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

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