ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 14-May-2021
Day Change Summary
Previous Current
13-May-2021 14-May-2021 Change Change % Previous Week
Open 123-115 123-170 0-055 0.1% 123-260
High 123-188 123-222 0-035 0.1% 123-292
Low 123-115 123-168 0-052 0.1% 123-105
Close 123-168 123-190 0-022 0.1% 123-190
Range 0-072 0-055 -0-018 -24.1% 0-188
ATR 0-073 0-071 -0-001 -1.7% 0-000
Volume 9,597 5,474 -4,123 -43.0% 39,708
Daily Pivots for day following 14-May-2021
Classic Woodie Camarilla DeMark
R4 124-038 124-009 123-220
R3 123-303 123-274 123-205
R2 123-248 123-248 123-200
R1 123-219 123-219 123-195 123-234
PP 123-193 123-193 123-193 123-201
S1 123-164 123-164 123-185 123-179
S2 123-138 123-138 123-180
S3 123-083 123-109 123-175
S4 123-028 123-054 123-160
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 125-118 125-022 123-293
R3 124-251 124-154 123-242
R2 124-063 124-063 123-224
R1 123-287 123-287 123-207 123-241
PP 123-196 123-196 123-196 123-173
S1 123-099 123-099 123-173 123-054
S2 123-008 123-008 123-156
S3 122-141 122-232 123-138
S4 121-273 122-044 123-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-292 123-105 0-188 0.5% 0-072 0.2% 45% False False 7,941
10 124-025 123-078 0-268 0.7% 0-081 0.2% 42% False False 6,147
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 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-136
2.618 124-046
1.618 123-311
1.000 123-278
0.618 123-256
HIGH 123-222
0.618 123-201
0.500 123-195
0.382 123-189
LOW 123-168
0.618 123-134
1.000 123-112
1.618 123-079
2.618 123-024
4.250 122-254
Fisher Pivots for day following 14-May-2021
Pivot 1 day 3 day
R1 123-195 123-183
PP 123-193 123-177
S1 123-192 123-170

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

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