ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 26-May-2021
Day Change Summary
Previous Current
25-May-2021 26-May-2021 Change Change % Previous Week
Open 123-232 123-278 0-045 0.1% 123-190
High 123-292 123-295 0-002 0.0% 123-235
Low 123-225 123-255 0-030 0.1% 123-108
Close 123-280 123-280 0-000 0.0% 123-192
Range 0-068 0-040 -0-028 -40.7% 0-128
ATR 0-069 0-067 -0-002 -3.0% 0-000
Volume 2,572,351 2,099,933 -472,418 -18.4% 861,955
Daily Pivots for day following 26-May-2021
Classic Woodie Camarilla DeMark
R4 124-077 124-058 123-302
R3 124-037 124-018 123-291
R2 123-317 123-317 123-287
R1 123-298 123-298 123-284 123-308
PP 123-277 123-277 123-277 123-281
S1 123-258 123-258 123-276 123-268
S2 123-237 123-237 123-273
S3 123-197 123-218 123-269
S4 123-157 123-178 123-258
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
5 123-295 123-122 0-172 0.4% 0-056 0.1% 91% True False 1,360,825
10 123-295 123-108 0-188 0.5% 0-063 0.2% 92% True False 704,364
20 124-025 123-030 0-315 0.8% 0-072 0.2% 79% False False 354,694
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-145
2.618 124-080
1.618 124-040
1.000 124-015
0.618 124-000
HIGH 123-295
0.618 123-280
0.500 123-275
0.382 123-270
LOW 123-255
0.618 123-230
1.000 123-215
1.618 123-190
2.618 123-150
4.250 123-085
Fisher Pivots for day following 26-May-2021
Pivot 1 day 3 day
R1 123-278 123-268
PP 123-277 123-256
S1 123-275 123-244

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

View Archives - Comment on this page... - Back to Index of Symbols