ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 25-May-2021
Day Change Summary
Previous Current
24-May-2021 25-May-2021 Change Change % Previous Week
Open 123-195 123-232 0-038 0.1% 123-190
High 123-235 123-292 0-058 0.1% 123-235
Low 123-192 123-225 0-032 0.1% 123-108
Close 123-228 123-280 0-052 0.1% 123-192
Range 0-042 0-068 0-025 58.8% 0-128
ATR 0-069 0-069 0-000 -0.1% 0-000
Volume 1,494,336 2,572,351 1,078,015 72.1% 861,955
Daily Pivots for day following 25-May-2021
Classic Woodie Camarilla DeMark
R4 124-148 124-122 123-317
R3 124-081 124-054 123-299
R2 124-013 124-013 123-292
R1 123-307 123-307 123-286 124-000
PP 123-266 123-266 123-266 123-272
S1 123-239 123-239 123-274 123-252
S2 123-198 123-198 123-268
S3 123-131 123-172 123-261
S4 123-063 123-104 123-243
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 124-241 124-184 123-263
R3 124-113 124-057 123-228
R2 123-306 123-306 123-216
R1 123-249 123-249 123-204 123-278
PP 123-178 123-178 123-178 123-192
S1 123-122 123-122 123-181 123-150
S2 123-051 123-051 123-169
S3 122-243 122-314 123-157
S4 122-116 122-187 123-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-292 123-108 0-185 0.5% 0-072 0.2% 93% True False 965,273
10 123-292 123-105 0-188 0.5% 0-072 0.2% 93% True False 495,930
20 124-025 123-030 0-315 0.8% 0-074 0.2% 79% False False 250,043
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 0-010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-259
2.618 124-149
1.618 124-082
1.000 124-040
0.618 124-014
HIGH 123-292
0.618 123-267
0.500 123-259
0.382 123-251
LOW 123-225
0.618 123-183
1.000 123-158
1.618 123-116
2.618 123-048
4.250 122-258
Fisher Pivots for day following 25-May-2021
Pivot 1 day 3 day
R1 123-273 123-265
PP 123-266 123-250
S1 123-259 123-235

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

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