ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 22-Sep-2021

Day Change Summary
	Previous	Current
	21-Sep-2021	22-Sep-2021	Change	Change %	Previous Week
Open	123-312	123-312	0-000	0.0%	124-015
High	124-020	124-000	-0-020	-0.1%	124-080
Low	123-272	123-230	-0-042	-0.1%	123-230
Close	123-308	123-238	-0-070	-0.2%	123-255
Range	0-068	0-090	0-022	33.3%	0-170
ATR	0-069	0-070	0-002	2.2%	0-000
Volume	6,830	3,210	-3,620	-53.0%	26,635

Daily Pivots for day following 22-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-212	124-155	123-287
R3	124-122	124-065	123-262
R2	124-032	124-032	123-254
R1	123-295	123-295	123-246	123-279
PP	123-262	123-262	123-262	123-254
S1	123-205	123-205	123-229	123-189
S2	123-172	123-172	123-221
S3	123-082	123-115	123-213
S4	122-312	123-025	123-188

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	124-035	123-230	0-125	0.3%	0-076	0.2%	6%	False	True	4,273
10	124-080	123-230	0-170	0.4%	0-069	0.2%	4%	False	True	9,181
20	124-122	123-228	0-215	0.5%	0-065	0.2%	5%	False	False	353,878
40	124-302	123-220	1-082	1.0%	0-074	0.2%	4%	False	False	569,943
60	124-302	123-050	1-252	1.4%	0-080	0.2%	33%	False	False	650,728
80	124-302	122-275	2-028	1.7%	0-082	0.2%	42%	False	False	705,238
100	124-302	122-275	2-028	1.7%	0-080	0.2%	42%	False	False	654,330

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	125-062
2.618	124-236
1.618	124-146
1.000	124-090
0.618	124-056
HIGH	124-000
0.618	123-286
0.500	123-275
0.382	123-264
LOW	123-230
0.618	123-174
1.000	123-140
1.618	123-084
2.618	122-314
4.250	122-168

Fisher Pivots for day following 22-Sep-2021
Pivot	1 day	3 day
R1	123-275	123-285
PP	123-262	123-269
S1	123-250	123-253

Download as Excel Spreadsheet

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

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