ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 07-Sep-2021

Day Change Summary
	Previous	Current
	03-Sep-2021	07-Sep-2021	Change	Change %	Previous Week
Open	124-062	124-048	-0-015	0.0%	124-012
High	124-122	124-055	-0-068	-0.2%	124-122
Low	124-045	123-310	-0-055	-0.1%	124-010
Close	124-055	124-005	-0-050	-0.1%	124-055
Range	0-078	0-065	-0-012	-16.1%	0-112
ATR	0-073	0-073	-0-001	-0.8%	0-000
Volume	13,411	8,372	-5,039	-37.6%	637,410

Daily Pivots for day following 07-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-212	124-173	124-041
R3	124-147	124-108	124-023
R2	124-082	124-082	124-017
R1	124-043	124-043	124-011	124-030
PP	124-017	124-017	124-017	124-010
S1	123-298	123-298	123-319	123-285
S2	123-272	123-272	123-313
S3	123-207	123-233	123-307
S4	123-142	123-168	123-289

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	123-310	0-132	0.3%	0-056	0.1%	11%	False	True	36,171
10	124-122	123-228	0-215	0.5%	0-062	0.2%	45%	False	False	823,335
20	124-122	123-220	0-222	0.6%	0-069	0.2%	47%	False	False	782,594
40	124-302	123-178	1-125	1.1%	0-084	0.2%	33%	False	False	791,868
60	124-302	122-275	2-028	1.7%	0-086	0.2%	55%	False	False	825,271
80	124-302	122-275	2-028	1.7%	0-082	0.2%	55%	False	False	815,856

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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-011
2.618	124-225
1.618	124-160
1.000	124-120
0.618	124-095
HIGH	124-055
0.618	124-030
0.500	124-022
0.382	124-015
LOW	123-310
0.618	123-270
1.000	123-245
1.618	123-205
2.618	123-140
4.250	123-034

Fisher Pivots for day following 07-Sep-2021
Pivot	1 day	3 day
R1	124-022	124-056
PP	124-017	124-039
S1	124-011	124-022

Download as Excel Spreadsheet

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

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