ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 27-Sep-2021

Day Change Summary
	Previous	Current
	24-Sep-2021	27-Sep-2021	Change	Change %	Previous Week
Open	123-148	123-122	-0-025	-0.1%	123-260
High	123-168	123-138	-0-030	-0.1%	124-020
Low	123-102	123-062	-0-040	-0.1%	123-102
Close	123-110	123-078	-0-032	-0.1%	123-110
Range	0-065	0-075	0-010	15.4%	0-238
ATR	0-074	0-074	0-000	0.1%	0-000
Volume	1,490	905	-585	-39.3%	21,364

Daily Pivots for day following 27-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-318	123-272	123-119
R3	123-242	123-198	123-098
R2	123-168	123-168	123-091
R1	123-122	123-122	123-084	123-108
PP	123-092	123-092	123-092	123-085
S1	123-048	123-048	123-071	123-032
S2	123-018	123-018	123-064
S3	122-262	122-292	123-057
S4	122-188	122-218	123-036

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	123-062	0-278	0.7%	0-086	0.2%	5%	False	True	3,556
10	124-080	123-062	1-018	0.9%	0-078	0.2%	4%	False	True	4,469
20	124-122	123-062	1-060	1.0%	0-067	0.2%	4%	False	True	38,104
40	124-302	123-062	1-240	1.4%	0-074	0.2%	3%	False	True	503,771
60	124-302	123-050	1-252	1.5%	0-082	0.2%	5%	False	False	614,512
80	124-302	122-275	2-028	1.7%	0-084	0.2%	18%	False	False	680,523
100	124-302	122-275	2-028	1.7%	0-080	0.2%	18%	False	False	654,333

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-136
2.618	124-014
1.618	123-259
1.000	123-212
0.618	123-184
HIGH	123-138
0.618	123-109
0.500	123-100
0.382	123-091
LOW	123-062
0.618	123-016
1.000	122-308
1.618	122-261
2.618	122-186
4.250	122-064

Fisher Pivots for day following 27-Sep-2021
Pivot	1 day	3 day
R1	123-100	123-160
PP	123-092	123-132
S1	123-085	123-105

Download as Excel Spreadsheet

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

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