ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 10-Sep-2021

Day Change Summary
	Previous	Current
	09-Sep-2021	10-Sep-2021	Change	Change %	Previous Week
Open	124-018	124-048	0-030	0.1%	124-048
High	124-070	124-052	-0-018	0.0%	124-070
Low	124-002	123-312	-0-010	0.0%	123-310
Close	124-052	124-015	-0-038	-0.1%	124-015
Range	0-068	0-060	-0-008	-11.1%	0-080
ATR	0-070	0-069	-0-001	-1.0%	0-000
Volume	25,325	25,325	0	0.0%	75,773

Daily Pivots for day following 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-200	124-168	124-048
R3	124-140	124-108	124-032
R2	124-080	124-080	124-026
R1	124-048	124-048	124-020	124-034
PP	124-020	124-020	124-020	124-013
S1	123-308	123-308	124-010	123-294
S2	123-280	123-280	124-004
S3	123-220	123-248	123-318
S4	123-160	123-188	123-302

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-265	124-220	124-059
R3	124-185	124-140	124-037
R2	124-105	124-105	124-030
R1	124-060	124-060	124-022	124-042
PP	124-025	124-025	124-025	124-016
S1	123-300	123-300	124-008	123-282
S2	123-265	123-265	124-000
S3	123-185	123-220	123-313
S4	123-105	123-140	123-291

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%	0-062	0.2%	19%	False	False	17,836
10	124-122	123-228	0-215	0.5%	0-061	0.2%	50%	False	False	190,290
20	124-122	123-228	0-215	0.5%	0-065	0.2%	50%	False	False	675,556
40	124-302	123-220	1-082	1.0%	0-080	0.2%	29%	False	False	727,435
60	124-302	122-275	2-028	1.7%	0-083	0.2%	57%	False	False	781,071
80	124-302	122-275	2-028	1.7%	0-082	0.2%	57%	False	False	815,351
100	124-302	122-275	2-028	1.7%	0-079	0.2%	57%	False	False	654,050

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-308
2.618	124-210
1.618	124-150
1.000	124-112
0.618	124-090
HIGH	124-052
0.618	124-030
0.500	124-022
0.382	124-015
LOW	123-312
0.618	123-275
1.000	123-252
1.618	123-215
2.618	123-155
4.250	123-058

Fisher Pivots for day following 10-Sep-2021
Pivot	1 day	3 day
R1	124-022	124-031
PP	124-020	124-026
S1	124-018	124-020

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols