ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 29-Sep-2021

Day Change Summary
	Previous	Current
	28-Sep-2021	29-Sep-2021	Change	Change %	Previous Week
Open	123-040	123-065	0-025	0.1%	123-260
High	123-085	123-102	0-018	0.0%	124-020
Low	123-012	123-035	0-022	0.1%	123-102
Close	123-048	123-078	0-030	0.1%	123-110
Range	0-072	0-068	-0-005	-6.9%	0-238
ATR	0-074	0-074	0-000	-0.6%	0-000
Volume	88	155	67	76.1%	21,364

Daily Pivots for day following 29-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	123-274	123-243	123-115
R3	123-207	123-176	123-096
R2	123-139	123-139	123-090
R1	123-108	123-108	123-084	123-124
PP	123-072	123-072	123-072	123-079
S1	123-041	123-041	123-071	123-056
S2	123-004	123-004	123-065
S3	122-257	122-293	123-059
S4	122-189	122-226	123-040

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	123-258	123-012	0-245	0.6%	0-083	0.2%	27%	False	False	1,597
10	124-035	123-012	1-022	0.9%	0-080	0.2%	19%	False	False	2,935
20	124-122	123-012	1-110	1.1%	0-069	0.2%	15%	False	False	9,610
40	124-302	123-012	1-290	1.5%	0-074	0.2%	11%	False	False	474,237
60	124-302	123-012	1-290	1.5%	0-080	0.2%	11%	False	False	583,433
80	124-302	122-275	2-028	1.7%	0-083	0.2%	18%	False	False	661,265
100	124-302	122-275	2-028	1.7%	0-080	0.2%	18%	False	False	654,192

Crabel Price Patterns
NR	True
NR4	False
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	0-016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-069
2.618	123-279
1.618	123-212
1.000	123-170
0.618	123-144
HIGH	123-102
0.618	123-077
0.500	123-069
0.382	123-061
LOW	123-035
0.618	122-313
1.000	122-288
1.618	122-246
2.618	122-178
4.250	122-068

Fisher Pivots for day following 29-Sep-2021
Pivot	1 day	3 day
R1	123-075	123-077
PP	123-072	123-076
S1	123-069	123-075

Download as Excel Spreadsheet

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

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