ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 17-Sep-2021

Day Change Summary
	Previous	Current
	16-Sep-2021	17-Sep-2021	Change	Change %	Previous Week
Open	124-032	123-290	-0-062	-0.2%	124-015
High	124-035	123-300	-0-055	-0.1%	124-080
Low	123-280	123-230	-0-050	-0.1%	123-230
Close	123-300	123-255	-0-045	-0.1%	123-255
Range	0-075	0-070	-0-005	-6.7%	0-170
ATR	0-068	0-068	0-000	0.2%	0-000
Volume	4,749	2,091	-2,658	-56.0%	26,635

Daily Pivots for day following 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-152	124-113	123-294
R3	124-082	124-043	123-274
R2	124-012	124-012	123-268
R1	123-293	123-293	123-261	123-278
PP	123-262	123-262	123-262	123-254
S1	123-223	123-223	123-249	123-208
S2	123-192	123-192	123-242
S3	123-122	123-153	123-236
S4	123-052	123-083	123-216

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-165	125-060	124-028
R3	124-315	124-210	123-302
R2	124-145	124-145	123-286
R1	124-040	124-040	123-271	124-008
PP	123-295	123-295	123-295	123-279
S1	123-190	123-190	123-239	123-158
S2	123-125	123-125	123-224
S3	122-275	123-020	123-208
S4	122-105	122-170	123-162

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-080	123-230	0-170	0.4%	0-065	0.2%	15%	False	True	5,327
10	124-122	123-230	0-212	0.5%	0-063	0.2%	12%	False	True	11,581
20	124-122	123-228	0-215	0.5%	0-062	0.2%	13%	False	False	494,497
40	124-302	123-220	1-082	1.0%	0-073	0.2%	9%	False	False	614,260
60	124-302	123-050	1-252	1.4%	0-079	0.2%	36%	False	False	683,355
80	124-302	122-275	2-028	1.7%	0-082	0.2%	45%	False	False	755,355
100	124-302	122-275	2-028	1.7%	0-080	0.2%	45%	False	False	654,292

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	0-011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-278
2.618	124-163
1.618	124-093
1.000	124-050
0.618	124-023
HIGH	123-300
0.618	123-273
0.500	123-265
0.382	123-257
LOW	123-230
0.618	123-187
1.000	123-160
1.618	123-117
2.618	123-047
4.250	122-252

Fisher Pivots for day following 17-Sep-2021
Pivot	1 day	3 day
R1	123-265	123-308
PP	123-262	123-290
S1	123-258	123-272

Download as Excel Spreadsheet

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

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