ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 02-Jul-2021
Day Change Summary
Previous Current
01-Jul-2021 02-Jul-2021 Change Change % Previous Week
Open 123-112 123-105 -0-008 0.0% 123-065
High 123-130 123-175 0-045 0.1% 123-175
Low 123-078 123-050 -0-028 -0.1% 123-050
Close 123-095 123-160 0-065 0.2% 123-160
Range 0-052 0-125 0-072 138.1% 0-125
ATR 0-078 0-081 0-003 4.3% 0-000
Volume 639,441 809,041 169,600 26.5% 3,498,040
Daily Pivots for day following 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 124-183 124-137 123-229
R3 124-058 124-012 123-194
R2 123-253 123-253 123-183
R1 123-207 123-207 123-171 123-230
PP 123-128 123-128 123-128 123-140
S1 123-082 123-082 123-149 123-105
S2 123-003 123-003 123-137
S3 122-198 122-277 123-126
S4 122-073 122-152 123-091
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 124-183 124-137 123-229
R3 124-058 124-012 123-194
R2 123-253 123-253 123-183
R1 123-207 123-207 123-171 123-230
PP 123-128 123-128 123-128 123-140
S1 123-082 123-082 123-149 123-105
S2 123-003 123-003 123-137
S3 122-198 122-277 123-126
S4 122-073 122-152 123-091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-175 123-050 0-125 0.3% 0-065 0.2% 88% True True 699,608
10 123-175 123-030 0-145 0.4% 0-072 0.2% 90% True False 768,112
20 124-110 122-275 1-155 1.2% 0-088 0.2% 43% False False 867,219
40 124-110 122-275 1-155 1.2% 0-080 0.2% 43% False False 734,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 125-066
2.618 124-182
1.618 124-057
1.000 123-300
0.618 123-252
HIGH 123-175
0.618 123-127
0.500 123-112
0.382 123-098
LOW 123-050
0.618 122-293
1.000 122-245
1.618 122-168
2.618 122-043
4.250 121-159
Fisher Pivots for day following 02-Jul-2021
Pivot 1 day 3 day
R1 123-144 123-144
PP 123-128 123-128
S1 123-112 123-112

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

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