ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 03-Aug-2021

Day Change Summary
	Previous	Current
	02-Aug-2021	03-Aug-2021	Change	Change %	Previous Week
Open	124-035	124-102	0-068	0.2%	124-005
High	124-102	124-115	0-012	0.0%	124-015
Low	124-035	124-058	0-022	0.1%	123-220
Close	124-082	124-090	0-008	0.0%	123-318
Range	0-068	0-058	-0-010	-14.8%	0-115
ATR
Volume	96	134	38	39.6%	26,986

Daily Pivots for day following 03-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-260	124-232	124-122
R3	124-202	124-175	124-106
R2	124-145	124-145	124-101
R1	124-118	124-118	124-095	124-102
PP	124-088	124-088	124-088	124-080
S1	124-060	124-060	124-085	124-045
S2	124-030	124-030	124-079
S3	123-292	124-002	124-074
S4	123-235	123-265	124-058

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	124-115	123-220	0-215	0.5%	0-068	0.2%	88%	True	False	5,186
10	124-115	123-205	0-230	0.6%	0-070	0.2%	89%	True	False	2,750

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	125-039
2.618	124-266
1.618	124-208
1.000	124-172
0.618	124-151
HIGH	124-115
0.618	124-093
0.500	124-086
0.382	124-079
LOW	124-058
0.618	124-022
1.000	124-000
1.618	123-284
2.618	123-227
4.250	123-133

Fisher Pivots for day following 03-Aug-2021
Pivot	1 day	3 day
R1	124-089	124-070
PP	124-088	124-051
S1	124-086	124-031

Download as Excel Spreadsheet

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

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