ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 05-May-2021
Day Change Summary
Previous Current
04-May-2021 05-May-2021 Change Change % Previous Week
Open 123-160 123-158 -0-002 0.0% 123-138
High 123-218 123-218 0-000 0.0% 123-140
Low 123-130 123-135 0-005 0.0% 123-030
Close 123-165 123-200 0-035 0.1% 123-108
Range 0-088 0-082 -0-005 -5.7% 0-110
ATR
Volume 3,516 2,483 -1,033 -29.4% 13,171
Daily Pivots for day following 05-May-2021
Classic Woodie Camarilla DeMark
R4 124-112 124-078 123-245
R3 124-029 123-316 123-223
R2 123-267 123-267 123-215
R1 123-233 123-233 123-208 123-250
PP 123-184 123-184 123-184 123-192
S1 123-151 123-151 123-192 123-168
S2 123-102 123-102 123-185
S3 123-019 123-068 123-177
S4 122-257 122-306 123-155
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 124-102 124-055 123-168
R3 123-312 123-265 123-138
R2 123-202 123-202 123-128
R1 123-155 123-155 123-118 123-124
PP 123-092 123-092 123-092 123-077
S1 123-045 123-045 123-097 123-014
S2 122-302 122-302 123-087
S3 122-192 122-255 123-077
S4 122-082 122-145 123-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-218 123-030 0-188 0.5% 0-080 0.2% 91% True False 2,258
10 123-218 123-030 0-188 0.5% 0-072 0.2% 91% True False 2,063
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 0-020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-248
2.618 124-113
1.618 124-031
1.000 123-300
0.618 123-268
HIGH 123-218
0.618 123-186
0.500 123-176
0.382 123-167
LOW 123-135
0.618 123-084
1.000 123-052
1.618 123-002
2.618 122-239
4.250 122-104
Fisher Pivots for day following 05-May-2021
Pivot 1 day 3 day
R1 123-192 123-182
PP 123-184 123-165
S1 123-176 123-148

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

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