ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 21-Sep-2021

Day Change Summary
	Previous	Current
	20-Sep-2021	21-Sep-2021	Change	Change %	Previous Week
Open	123-260	123-312	0-052	0.1%	124-015
High	124-012	124-020	0-008	0.0%	124-080
Low	123-255	123-272	0-018	0.0%	123-230
Close	124-000	123-308	-0-012	0.0%	123-255
Range	0-078	0-068	-0-010	-12.9%	0-170
ATR	0-069	0-069	0-000	-0.1%	0-000
Volume	4,486	6,830	2,344	52.3%	26,635

Daily Pivots for day following 21-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-189	124-156	124-025
R3	124-122	124-088	124-006
R2	124-054	124-054	124-000
R1	124-021	124-021	123-314	124-004
PP	123-307	123-307	123-307	123-298
S1	123-273	123-273	123-301	123-256
S2	123-239	123-239	123-295
S3	123-172	123-206	123-289
S4	123-104	123-138	123-270

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	124-065	123-230	0-155	0.4%	0-068	0.2%	50%	False	False	5,962
10	124-080	123-230	0-170	0.4%	0-064	0.2%	46%	False	False	10,535
20	124-122	123-228	0-215	0.5%	0-063	0.2%	37%	False	False	416,935
40	124-302	123-220	1-082	1.0%	0-073	0.2%	22%	False	False	587,441
60	124-302	123-050	1-252	1.4%	0-080	0.2%	45%	False	False	659,147
80	124-302	122-275	2-028	1.7%	0-082	0.2%	53%	False	False	716,701
100	124-302	122-275	2-028	1.7%	0-080	0.2%	53%	False	False	654,314

Crabel Price Patterns
NR	True
NR4	True
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	0-012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-307
2.618	124-197
1.618	124-129
1.000	124-088
0.618	124-062
HIGH	124-020
0.618	123-314
0.500	123-306
0.382	123-298
LOW	123-272
0.618	123-231
1.000	123-205
1.618	123-163
2.618	123-096
4.250	122-306

Fisher Pivots for day following 21-Sep-2021
Pivot	1 day	3 day
R1	123-307	123-300
PP	123-307	123-292
S1	123-306	123-285

Download as Excel Spreadsheet

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

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