ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 07-May-2021
Day Change Summary
Previous Current
06-May-2021 07-May-2021 Change Change % Previous Week
Open 123-208 123-195 -0-012 0.0% 123-118
High 123-230 124-025 0-115 0.3% 124-025
Low 123-200 123-195 -0-005 0.0% 123-078
Close 123-212 123-268 0-055 0.1% 123-268
Range 0-030 0-150 0-120 400.0% 0-268
ATR 0-000 0-071 0-071 0-000
Volume 2,259 12,064 9,805 434.0% 21,766
Daily Pivots for day following 07-May-2021
Classic Woodie Camarilla DeMark
R4 125-079 125-003 124-030
R3 124-249 124-173 123-309
R2 124-099 124-099 123-295
R1 124-023 124-023 123-281 124-061
PP 123-269 123-269 123-269 123-288
S1 123-193 123-193 123-254 123-231
S2 123-119 123-119 123-240
S3 122-289 123-043 123-226
S4 122-139 122-213 123-185
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 126-072 125-278 124-095
R3 125-125 125-010 124-021
R2 124-178 124-178 123-317
R1 124-062 124-062 123-292 124-120
PP 123-230 123-230 123-230 123-259
S1 123-115 123-115 123-243 123-172
S2 122-282 122-282 123-218
S3 122-015 122-168 123-194
S4 121-068 121-220 123-120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-025 123-078 0-268 0.7% 0-090 0.2% 71% True False 4,353
10 124-025 123-030 0-315 0.8% 0-076 0.2% 75% True False 3,493
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 0-017
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 126-022
2.618 125-098
1.618 124-268
1.000 124-175
0.618 124-118
HIGH 124-025
0.618 123-288
0.500 123-270
0.382 123-252
LOW 123-195
0.618 123-102
1.000 123-045
1.618 122-272
2.618 122-122
4.250 121-198
Fisher Pivots for day following 07-May-2021
Pivot 1 day 3 day
R1 123-270 123-258
PP 123-269 123-249
S1 123-268 123-240

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

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