ECBOT 5 Year T-Note Future December 2021

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

Day Change Summary
	Previous	Current
	02-Sep-2021	03-Sep-2021	Change	Change %	Previous Week
Open	123-225	123-240	0-015	0.0%	123-182
High	123-252	123-300	0-048	0.1%	123-300
Low	123-218	123-210	-0-008	0.0%	123-175
Close	123-228	123-220	-0-008	0.0%	123-220
Range	0-035	0-090	0-055	157.1%	0-125
ATR	0-073	0-074	0-001	1.7%	0-000
Volume	499,365	735,167	235,802	47.2%	3,813,013

Daily Pivots for day following 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-193	124-137	123-270
R3	124-103	124-047	123-245
R2	124-013	124-013	123-236
R1	123-277	123-277	123-228	123-260
PP	123-243	123-243	123-243	123-235
S1	123-187	123-187	123-212	123-170
S2	123-153	123-153	123-204
S3	123-063	123-097	123-195
S4	122-293	123-007	123-170

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	124-287	124-218	123-289
R3	124-162	124-093	123-254
R2	124-037	124-037	123-243
R1	123-288	123-288	123-231	124-002
PP	123-232	123-232	123-232	123-249
S1	123-163	123-163	123-209	123-198
S2	123-107	123-107	123-197
S3	122-302	123-038	123-186
S4	122-177	122-233	123-151

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-300	123-175	0-125	0.3%	0-060	0.2%	36%	True	False	762,602
10	123-300	123-070	0-230	0.6%	0-066	0.2%	65%	True	False	1,047,108
20	123-300	123-065	0-235	0.6%	0-073	0.2%	66%	True	False	533,150

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
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	125-042
2.618	124-216
1.618	124-126
1.000	124-070
0.618	124-036
HIGH	123-300
0.618	123-266
0.500	123-255
0.382	123-244
LOW	123-210
0.618	123-154
1.000	123-120
1.618	123-064
2.618	122-294
4.250	122-148

Fisher Pivots for day following 03-Sep-2021
Pivot	1 day	3 day
R1	123-255	123-245
PP	123-243	123-237
S1	123-232	123-228

Download as Excel Spreadsheet

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

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