ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 20-May-2021
Day Change Summary
Previous Current
19-May-2021 20-May-2021 Change Change % Previous Week
Open 123-195 123-122 -0-072 -0.2% 123-260
High 123-225 123-210 -0-015 0.0% 123-292
Low 123-108 123-122 0-015 0.0% 123-105
Close 123-122 123-202 0-080 0.2% 123-190
Range 0-118 0-088 -0-030 -25.5% 0-188
ATR 0-072 0-073 0-001 1.5% 0-000
Volume 122,171 274,724 152,553 124.9% 39,708
Daily Pivots for day following 20-May-2021
Classic Woodie Camarilla DeMark
R4 124-121 124-089 123-251
R3 124-033 124-002 123-227
R2 123-266 123-266 123-219
R1 123-234 123-234 123-211 123-250
PP 123-178 123-178 123-178 123-186
S1 123-147 123-147 123-194 123-162
S2 123-091 123-091 123-186
S3 123-003 123-059 123-178
S4 122-236 122-292 123-154
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
5 123-235 123-108 0-128 0.3% 0-072 0.2% 75% False False 100,929
10 124-025 123-105 0-240 0.6% 0-082 0.2% 41% False False 55,094
20 124-025 123-030 0-315 0.8% 0-074 0.2% 55% False False 28,690
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-262
2.618 124-119
1.618 124-032
1.000 123-298
0.618 123-264
HIGH 123-210
0.618 123-177
0.500 123-166
0.382 123-156
LOW 123-122
0.618 123-068
1.000 123-035
1.618 122-301
2.618 122-213
4.250 122-071
Fisher Pivots for day following 20-May-2021
Pivot 1 day 3 day
R1 123-190 123-190
PP 123-178 123-178
S1 123-166 123-166

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

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