ECBOT 5 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 30-Sep-2021

Day Change Summary
	Previous	Current
	29-Sep-2021	30-Sep-2021	Change	Change %	Previous Week
Open	123-065	123-075	0-010	0.0%	123-260
High	123-102	123-138	0-035	0.1%	124-020
Low	123-035	123-055	0-020	0.1%	123-102
Close	123-078	123-135	0-058	0.1%	123-110
Range	0-068	0-082	0-015	22.2%	0-238
ATR	0-074	0-074	0-001	0.9%	0-000
Volume	155	548	393	253.5%	21,364

Daily Pivots for day following 30-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-037	124-008	123-180
R3	123-274	123-246	123-158
R2	123-192	123-192	123-150
R1	123-163	123-163	123-143	123-178
PP	123-109	123-109	123-109	123-116
S1	123-081	123-081	123-127	123-095
S2	123-027	123-027	123-120
S3	122-264	122-318	123-112
S4	122-182	122-236	123-090

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	123-168	123-012	0-155	0.4%	0-072	0.2%	79%	False	False	637
10	124-020	123-012	1-008	0.8%	0-080	0.2%	37%	False	False	2,515
20	124-122	123-012	1-110	1.1%	0-070	0.2%	28%	False	False	7,317
40	124-185	123-012	1-172	1.2%	0-072	0.2%	25%	False	False	451,829
60	124-302	123-012	1-290	1.5%	0-081	0.2%	20%	False	False	568,491
80	124-302	122-275	2-028	1.7%	0-084	0.2%	27%	False	False	652,191
100	124-302	122-275	2-028	1.7%	0-080	0.2%	27%	False	False	654,155

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-168
2.618	124-033
1.618	123-271
1.000	123-220
0.618	123-188
HIGH	123-138
0.618	123-106
0.500	123-096
0.382	123-087
LOW	123-055
0.618	123-004
1.000	122-292
1.618	122-242
2.618	122-159
4.250	122-024

Fisher Pivots for day following 30-Sep-2021
Pivot	1 day	3 day
R1	123-122	123-115
PP	123-109	123-095
S1	123-096	123-075

Download as Excel Spreadsheet

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

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