ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 16-Sep-2021

Day Change Summary
	Previous	Current
	15-Sep-2021	16-Sep-2021	Change	Change %	Previous Week
Open	124-058	124-032	-0-025	-0.1%	124-048
High	124-065	124-035	-0-030	-0.1%	124-070
Low	124-018	123-280	-0-058	-0.1%	123-310
Close	124-030	123-300	-0-050	-0.1%	124-015
Range	0-048	0-075	0-028	57.9%	0-080
ATR	0-067	0-068	0-001	0.8%	0-000
Volume	11,656	4,749	-6,907	-59.3%	75,773

Daily Pivots for day following 16-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-217	124-173	124-021
R3	124-142	124-098	124-001
R2	124-067	124-067	123-314
R1	124-023	124-023	123-307	124-008
PP	123-312	123-312	123-312	123-304
S1	123-268	123-268	123-293	123-252
S2	123-237	123-237	123-286
S3	123-162	123-193	123-279
S4	123-087	123-118	123-259

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	123-280	0-120	0.3%	0-063	0.2%	17%	False	True	9,973
10	124-122	123-280	0-162	0.4%	0-060	0.2%	12%	False	True	12,120
20	124-122	123-228	0-215	0.5%	0-061	0.2%	34%	False	False	532,349
40	124-302	123-220	1-082	1.0%	0-073	0.2%	20%	False	False	632,097
60	124-302	123-050	1-252	1.4%	0-079	0.2%	44%	False	False	697,730
80	124-302	122-275	2-028	1.7%	0-082	0.2%	52%	False	False	787,483
100	124-302	122-275	2-028	1.7%	0-080	0.2%	52%	False	False	654,281

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	0-010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-034
2.618	124-231
1.618	124-156
1.000	124-110
0.618	124-081
HIGH	124-035
0.618	124-006
0.500	123-318
0.382	123-309
LOW	123-280
0.618	123-234
1.000	123-205
1.618	123-159
2.618	123-084
4.250	122-281

Fisher Pivots for day following 16-Sep-2021
Pivot	1 day	3 day
R1	123-318	124-020
PP	123-312	124-007
S1	123-306	123-313

Download as Excel Spreadsheet

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

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