ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 20-Sep-2021

Day Change Summary
	Previous	Current
	17-Sep-2021	20-Sep-2021	Change	Change %	Previous Week
Open	123-290	123-260	-0-030	-0.1%	124-015
High	123-300	124-012	0-032	0.1%	124-080
Low	123-230	123-255	0-025	0.1%	123-230
Close	123-255	124-000	0-065	0.2%	123-255
Range	0-070	0-078	0-008	10.7%	0-170
ATR	0-068	0-069	0-001	1.0%	0-000
Volume	2,091	4,486	2,395	114.5%	26,635

Daily Pivots for day following 20-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-215	124-185	124-043
R3	124-138	124-108	124-021
R2	124-060	124-060	124-014
R1	124-030	124-030	124-007	124-045
PP	123-302	123-302	123-302	123-310
S1	123-272	123-272	123-313	123-288
S2	123-225	123-225	123-306
S3	123-148	123-195	123-299
S4	123-070	123-118	123-277

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%	0-070	0.2%	53%	False	False	5,381
10	124-080	123-230	0-170	0.4%	0-063	0.2%	53%	False	False	10,689
20	124-122	123-228	0-215	0.5%	0-062	0.2%	43%	False	False	467,983
40	124-302	123-220	1-082	1.0%	0-073	0.2%	25%	False	False	601,411
60	124-302	123-050	1-252	1.4%	0-080	0.2%	47%	False	False	671,358
80	124-302	122-275	2-028	1.7%	0-082	0.2%	55%	False	False	729,161
100	124-302	122-275	2-028	1.7%	0-080	0.2%	55%	False	False	654,268

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-022
2.618	124-215
1.618	124-138
1.000	124-090
0.618	124-060
HIGH	124-012
0.618	123-303
0.500	123-294
0.382	123-285
LOW	123-255
0.618	123-207
1.000	123-178
1.618	123-130
2.618	123-052
4.250	122-246

Fisher Pivots for day following 20-Sep-2021
Pivot	1 day	3 day
R1	123-311	123-311
PP	123-302	123-302
S1	123-294	123-292

Download as Excel Spreadsheet

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

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