ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 02-Sep-2021
Day Change Summary
Previous Current
01-Sep-2021 02-Sep-2021 Change Change % Previous Week
Open 124-052 124-052 0-000 0.0% 124-008
High 124-082 124-082 0-000 0.0% 124-038
Low 124-022 124-050 0-028 0.1% 123-228
Close 124-050 124-060 0-010 0.0% 124-010
Range 0-060 0-032 -0-028 -45.8% 0-130
ATR 0-076 0-073 -0-003 -4.1% 0-000
Volume 46,408 7,476 -38,932 -83.9% 8,615,367
Daily Pivots for day following 02-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-162 124-143 124-078
R3 124-129 124-111 124-069
R2 124-097 124-097 124-066
R1 124-078 124-078 124-063 124-088
PP 124-064 124-064 124-064 124-069
S1 124-046 124-046 124-057 124-055
S2 124-032 124-032 124-054
S3 123-319 124-013 124-051
S4 123-287 123-301 124-042
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% 0-061 0.2% 87% True False 362,743
10 124-082 123-228 0-175 0.4% 0-060 0.2% 87% True False 977,412
20 124-105 123-220 0-205 0.5% 0-071 0.2% 78% False False 857,122
40 124-302 123-178 1-125 1.1% 0-084 0.2% 46% False False 824,413
60 124-302 122-275 2-028 1.7% 0-087 0.2% 64% False False 855,332
80 124-302 122-275 2-028 1.7% 0-083 0.2% 64% False False 815,898
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 124-221
2.618 124-168
1.618 124-135
1.000 124-115
0.618 124-103
HIGH 124-082
0.618 124-070
0.500 124-066
0.382 124-062
LOW 124-050
0.618 124-030
1.000 124-018
1.618 123-317
2.618 123-285
4.250 123-232
Fisher Pivots for day following 02-Sep-2021
Pivot 1 day 3 day
R1 124-066 124-058
PP 124-064 124-055
S1 124-062 124-052

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

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