ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 02-Aug-2021

Day Change Summary
	Previous	Current
	30-Jul-2021	02-Aug-2021	Change	Change %	Previous Week
Open	123-302	124-035	0-052	0.1%	124-005
High	124-015	124-102	0-088	0.2%	124-015
Low	123-268	124-035	0-088	0.2%	123-220
Close	123-318	124-082	0-085	0.2%	123-318
Range	0-068	0-068	0-000	0.0%	0-115
ATR
Volume	1,538	96	-1,442	-93.8%	26,986

Daily Pivots for day following 02-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-276	124-247	124-120
R3	124-208	124-179	124-101
R2	124-141	124-141	124-095
R1	124-112	124-112	124-089	124-126
PP	124-073	124-073	124-073	124-081
S1	124-044	124-044	124-076	124-059
S2	124-006	124-006	124-070
S3	123-258	123-297	124-064
S4	123-191	123-229	124-045

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-316	124-272	124-061
R3	124-201	124-157	124-029
R2	124-086	124-086	124-019
R1	124-042	124-042	124-008	124-006
PP	123-291	123-291	123-291	123-273
S1	123-247	123-247	123-307	123-211
S2	123-176	123-176	123-296
S3	123-061	123-132	123-286
S4	122-266	123-017	123-254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-102	123-220	0-202	0.5%	0-068	0.2%	90%	True	False	5,168
10	124-102	123-205	0-218	0.5%	0-077	0.2%	91%	True	False	2,737

Crabel Price Patterns
NR	False
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	0-020

Fibonacci Retracements and Extensions
4.250	125-069
2.618	124-279
1.618	124-212
1.000	124-170
0.618	124-144
HIGH	124-102
0.618	124-077
0.500	124-069
0.382	124-061
LOW	124-035
0.618	123-313
1.000	123-288
1.618	123-246
2.618	123-178
4.250	123-068

Fisher Pivots for day following 02-Aug-2021
Pivot	1 day	3 day
R1	124-078	124-060
PP	124-073	124-038
S1	124-069	124-015

Download as Excel Spreadsheet

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

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