ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 23-Sep-2021

Day Change Summary
	Previous	Current
	22-Sep-2021	23-Sep-2021	Change	Change %	Previous Week
Open	123-312	123-242	-0-070	-0.2%	124-015
High	124-000	123-258	-0-062	-0.2%	124-080
Low	123-230	123-122	-0-108	-0.3%	123-230
Close	123-238	123-150	-0-088	-0.2%	123-255
Range	0-090	0-135	0-045	50.0%	0-170
ATR	0-070	0-075	0-005	6.6%	0-000
Volume	3,210	5,348	2,138	66.6%	26,635

Daily Pivots for day following 23-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-262	124-181	123-224
R3	124-127	124-046	123-187
R2	123-312	123-312	123-175
R1	123-231	123-231	123-162	123-204
PP	123-177	123-177	123-177	123-163
S1	123-096	123-096	123-138	123-069
S2	123-042	123-042	123-125
S3	122-227	122-281	123-113
S4	122-092	122-146	123-076

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	124-020	123-122	0-218	0.6%	0-088	0.2%	13%	False	True	4,393
10	124-080	123-122	0-278	0.7%	0-076	0.2%	10%	False	True	7,183
20	124-122	123-122	1-000	0.8%	0-068	0.2%	9%	False	True	207,758
40	124-302	123-122	1-180	1.3%	0-074	0.2%	6%	False	True	545,601
60	124-302	123-050	1-252	1.4%	0-082	0.2%	17%	False	False	640,808
80	124-302	122-275	2-028	1.7%	0-083	0.2%	29%	False	False	696,216
100	124-302	122-275	2-028	1.7%	0-081	0.2%	29%	False	False	654,369

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 35 trading days

Fibonacci Retracements and Extensions
4.250	125-191
2.618	124-291
1.618	124-156
1.000	124-072
0.618	124-021
HIGH	123-258
0.618	123-206
0.500	123-190
0.382	123-174
LOW	123-122
0.618	123-039
1.000	122-308
1.618	122-224
2.618	122-089
4.250	121-189

Fisher Pivots for day following 23-Sep-2021
Pivot	1 day	3 day
R1	123-190	123-231
PP	123-177	123-204
S1	123-163	123-177

Download as Excel Spreadsheet

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

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