ECBOT 5 Year T-Note Future December 2021

Trading Metrics calculated at close of trading on 04-Aug-2021

Day Change Summary
	Previous	Current
	03-Aug-2021	04-Aug-2021	Change	Change %	Previous Week
Open	124-102	124-085	-0-018	0.0%	124-005
High	124-115	124-168	0-052	0.1%	124-015
Low	124-058	124-012	-0-045	-0.1%	123-220
Close	124-090	124-040	-0-050	-0.1%	123-318
Range	0-058	0-155	0-098	169.6%	0-115
ATR
Volume	134	1,680	1,546	1,153.7%	26,986

Daily Pivots for day following 04-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	125-218	125-124	124-125
R3	125-063	124-289	124-083
R2	124-228	124-228	124-068
R1	124-134	124-134	124-054	124-104
PP	124-073	124-073	124-073	124-058
S1	123-299	123-299	124-026	123-269
S2	123-238	123-238	124-012
S3	123-083	123-144	123-317
S4	122-248	122-309	123-275

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	124-168	123-248	0-240	0.6%	0-080	0.2%	47%	True	False	5,512
10	124-168	123-205	0-282	0.7%	0-074	0.2%	55%	True	False	2,917

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	126-186
2.618	125-253
1.618	125-098
1.000	125-002
0.618	124-263
HIGH	124-168
0.618	124-108
0.500	124-090
0.382	124-072
LOW	124-012
0.618	123-237
1.000	123-178
1.618	123-082
2.618	122-247
4.250	121-314

Fisher Pivots for day following 04-Aug-2021
Pivot	1 day	3 day
R1	124-090	124-090
PP	124-073	124-073
S1	124-057	124-057

Download as Excel Spreadsheet

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

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