ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 09-Sep-2021

Day Change Summary
	Previous	Current
	08-Sep-2021	09-Sep-2021	Change	Change %	Previous Week
Open	124-002	124-018	0-015	0.0%	124-012
High	124-030	124-070	0-040	0.1%	124-122
Low	123-312	124-002	0-010	0.0%	124-010
Close	124-022	124-052	0-030	0.1%	124-055
Range	0-038	0-068	0-030	80.0%	0-112
ATR	0-070	0-070	0-000	-0.3%	0-000
Volume	16,751	25,325	8,574	51.2%	637,410

Daily Pivots for day following 09-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-244	124-216	124-090
R3	124-177	124-148	124-071
R2	124-109	124-109	124-065
R1	124-081	124-081	124-059	124-095
PP	124-042	124-042	124-042	124-049
S1	124-013	124-013	124-046	124-028
S2	123-294	123-294	124-040
S3	123-227	123-266	124-034
S4	123-159	123-198	124-015

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%	47%	False	False	14,267
10	124-122	123-228	0-215	0.5%	0-061	0.2%	67%	False	False	408,333
20	124-122	123-228	0-215	0.5%	0-065	0.2%	67%	False	False	700,155
40	124-302	123-220	1-082	1.0%	0-080	0.2%	38%	False	False	745,589
60	124-302	122-275	2-028	1.7%	0-086	0.2%	63%	False	False	805,777
80	124-302	122-275	2-028	1.7%	0-082	0.2%	63%	False	False	816,109

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-037
2.618	124-247
1.618	124-179
1.000	124-138
0.618	124-112
HIGH	124-070
0.618	124-044
0.500	124-036
0.382	124-028
LOW	124-002
0.618	123-281
1.000	123-255
1.618	123-213
2.618	123-146
4.250	123-036

Fisher Pivots for day following 09-Sep-2021
Pivot	1 day	3 day
R1	124-047	124-045
PP	124-042	124-038
S1	124-036	124-030

Download as Excel Spreadsheet

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

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