ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	123-242	123-148	-0-095	-0.2%	123-260
High	123-258	123-168	-0-090	-0.2%	124-020
Low	123-122	123-102	-0-020	-0.1%	123-102
Close	123-150	123-110	-0-040	-0.1%	123-110
Range	0-135	0-065	-0-070	-51.9%	0-238
ATR	0-075	0-074	-0-001	-0.9%	0-000
Volume	5,348	1,490	-3,858	-72.1%	21,364

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-002	123-281	123-146
R3	123-257	123-216	123-128
R2	123-192	123-192	123-122
R1	123-151	123-151	123-116	123-139
PP	123-127	123-127	123-127	123-121
S1	123-086	123-086	123-104	123-074
S2	123-062	123-062	123-098
S3	122-317	123-021	123-092
S4	122-252	122-276	123-074

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-257	125-101	123-241
R3	125-019	124-183	123-175
R2	124-102	124-102	123-154
R1	123-266	123-266	123-132	123-225
PP	123-184	123-184	123-184	123-164
S1	123-028	123-028	123-088	122-308
S2	122-267	122-267	123-066
S3	122-029	122-111	123-045
S4	121-112	121-193	122-299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-020	123-102	0-238	0.6%	0-087	0.2%	3%	False	True	4,272
10	124-080	123-102	0-298	0.8%	0-076	0.2%	3%	False	True	4,799
20	124-122	123-102	1-020	0.9%	0-069	0.2%	2%	False	True	97,545
40	124-302	123-102	1-200	1.3%	0-074	0.2%	1%	False	True	528,369
60	124-302	123-050	1-252	1.5%	0-082	0.2%	10%	False	False	625,155
80	124-302	122-275	2-028	1.7%	0-084	0.2%	23%	False	False	689,430
100	124-302	122-275	2-028	1.7%	0-080	0.2%	23%	False	False	654,349

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	124-124
2.618	124-018
1.618	123-273
1.000	123-232
0.618	123-208
HIGH	123-168
0.618	123-143
0.500	123-135
0.382	123-127
LOW	123-102
0.618	123-062
1.000	123-038
1.618	122-317
2.618	122-252
4.250	122-146

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	123-135	123-211
PP	123-127	123-178
S1	123-118	123-144

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

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