ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 11-May-2021
Day Change Summary
Previous Current
10-May-2021 11-May-2021 Change Change % Previous Week
Open 123-260 123-255 -0-005 0.0% 123-118
High 123-292 123-268 -0-025 -0.1% 124-025
Low 123-242 123-212 -0-030 -0.1% 123-078
Close 123-252 123-222 -0-030 -0.1% 123-268
Range 0-050 0-055 0-005 10.0% 0-268
ATR 0-069 0-068 -0-001 -1.5% 0-000
Volume 4,257 4,793 536 12.6% 21,766
Daily Pivots for day following 11-May-2021
Classic Woodie Camarilla DeMark
R4 124-079 124-046 123-253
R3 124-024 123-311 123-238
R2 123-289 123-289 123-233
R1 123-256 123-256 123-228 123-245
PP 123-234 123-234 123-234 123-229
S1 123-201 123-201 123-217 123-190
S2 123-179 123-179 123-212
S3 123-124 123-146 123-207
S4 123-069 123-091 123-192
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
5 124-025 123-135 0-210 0.5% 0-074 0.2% 42% False False 5,171
10 124-025 123-030 0-315 0.8% 0-076 0.2% 61% False False 4,156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-181
2.618 124-091
1.618 124-036
1.000 124-002
0.618 123-301
HIGH 123-268
0.618 123-246
0.500 123-240
0.382 123-234
LOW 123-212
0.618 123-179
1.000 123-158
1.618 123-124
2.618 123-069
4.250 122-299
Fisher Pivots for day following 11-May-2021
Pivot 1 day 3 day
R1 123-240 123-270
PP 123-234 123-254
S1 123-228 123-238

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

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