ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 03-Sep-2021

Day Change Summary
	Previous	Current
	02-Sep-2021	03-Sep-2021	Change	Change %	Previous Week
Open	124-052	124-062	0-010	0.0%	124-012
High	124-082	124-122	0-040	0.1%	124-122
Low	124-050	124-045	-0-005	0.0%	124-010
Close	124-060	124-055	-0-005	0.0%	124-055
Range	0-032	0-078	0-045	138.5%	0-112
ATR	0-073	0-073	0-000	0.4%	0-000
Volume	7,476	13,411	5,935	79.4%	637,410

Daily Pivots for day following 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-307	124-258	124-098
R3	124-229	124-181	124-076
R2	124-152	124-152	124-069
R1	124-103	124-103	124-062	124-089
PP	124-074	124-074	124-074	124-067
S1	124-026	124-026	124-048	124-011
S2	123-317	123-317	124-041
S3	123-239	123-268	124-034
S4	123-162	123-191	124-012

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-080	125-020	124-117
R3	124-288	124-228	124-086
R2	124-175	124-175	124-076
R1	124-115	124-115	124-065	124-145
PP	124-062	124-062	124-062	124-078
S1	124-002	124-002	124-045	124-032
S2	123-270	123-270	124-034
S3	123-158	123-210	124-024
S4	123-045	123-098	123-313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-122	124-010	0-112	0.3%	0-054	0.1%	40%	True	False	127,482
10	124-122	123-228	0-215	0.5%	0-062	0.2%	69%	True	False	925,277
20	124-122	123-220	0-222	0.6%	0-071	0.2%	70%	True	False	816,594
40	124-302	123-178	1-125	1.1%	0-084	0.2%	44%	False	False	807,527
60	124-302	122-275	2-028	1.7%	0-086	0.2%	63%	False	False	837,386
80	124-302	122-275	2-028	1.7%	0-082	0.2%	63%	False	False	815,871

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-132
2.618	125-005
1.618	124-248
1.000	124-200
0.618	124-170
HIGH	124-122
0.618	124-093
0.500	124-084
0.382	124-075
LOW	124-045
0.618	123-317
1.000	123-288
1.618	123-240
2.618	123-162
4.250	123-036

Fisher Pivots for day following 03-Sep-2021
Pivot	1 day	3 day
R1	124-084	124-072
PP	124-074	124-067
S1	124-065	124-061

Download as Excel Spreadsheet

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

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