ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 15-Sep-2021

Day Change Summary
	Previous	Current
	14-Sep-2021	15-Sep-2021	Change	Change %	Previous Week
Open	124-018	124-058	0-040	0.1%	124-048
High	124-080	124-065	-0-015	0.0%	124-070
Low	124-000	124-018	0-018	0.0%	123-310
Close	124-060	124-030	-0-030	-0.1%	124-015
Range	0-080	0-048	-0-032	-40.6%	0-080
ATR	0-069	0-067	-0-002	-2.2%	0-000
Volume	3,926	11,656	7,730	196.9%	75,773

Daily Pivots for day following 15-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-180	124-152	124-056
R3	124-132	124-105	124-043
R2	124-085	124-085	124-039
R1	124-058	124-058	124-034	124-048
PP	124-038	124-038	124-038	124-032
S1	124-010	124-010	124-026	124-000
S2	123-310	123-310	124-021
S3	123-262	123-282	124-017
S4	123-215	123-235	124-004

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	124-080	123-312	0-088	0.2%	0-062	0.2%	43%	False	False	14,089
10	124-122	123-310	0-132	0.3%	0-058	0.1%	30%	False	False	16,286
20	124-122	123-228	0-215	0.5%	0-061	0.2%	57%	False	False	575,806
40	124-302	123-220	1-082	1.0%	0-075	0.2%	32%	False	False	654,638
60	124-302	123-050	1-252	1.4%	0-079	0.2%	52%	False	False	711,333
80	124-302	122-275	2-028	1.7%	0-081	0.2%	59%	False	False	806,103
100	124-302	122-275	2-028	1.7%	0-080	0.2%	59%	False	False	654,248

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-267
2.618	124-189
1.618	124-142
1.000	124-112
0.618	124-094
HIGH	124-065
0.618	124-047
0.500	124-041
0.382	124-036
LOW	124-018
0.618	123-308
1.000	123-290
1.618	123-261
2.618	123-213
4.250	123-136

Fisher Pivots for day following 15-Sep-2021
Pivot	1 day	3 day
R1	124-041	124-039
PP	124-038	124-036
S1	124-034	124-033

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