ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 17-May-2021
Day Change Summary
Previous Current
14-May-2021 17-May-2021 Change Change % Previous Week
Open 123-170 123-190 0-020 0.1% 123-260
High 123-222 123-235 0-012 0.0% 123-292
Low 123-168 123-165 -0-002 0.0% 123-105
Close 123-190 123-178 -0-012 0.0% 123-190
Range 0-055 0-070 0-015 27.3% 0-188
ATR 0-071 0-071 0-000 -0.1% 0-000
Volume 5,474 16,301 10,827 197.8% 39,708
Daily Pivots for day following 17-May-2021
Classic Woodie Camarilla DeMark
R4 124-082 124-040 123-216
R3 124-012 123-290 123-197
R2 123-262 123-262 123-190
R1 123-220 123-220 123-184 123-206
PP 123-192 123-192 123-192 123-186
S1 123-150 123-150 123-171 123-136
S2 123-122 123-122 123-165
S3 123-052 123-080 123-158
S4 122-302 123-010 123-139
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
5 123-268 123-105 0-162 0.4% 0-076 0.2% 45% False False 10,350
10 124-025 123-105 0-240 0.6% 0-078 0.2% 30% False False 7,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-212
2.618 124-098
1.618 124-028
1.000 123-305
0.618 123-278
HIGH 123-235
0.618 123-208
0.500 123-200
0.382 123-192
LOW 123-165
0.618 123-122
1.000 123-095
1.618 123-052
2.618 122-302
4.250 122-188
Fisher Pivots for day following 17-May-2021
Pivot 1 day 3 day
R1 123-200 123-177
PP 123-192 123-176
S1 123-185 123-175

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

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