ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 06-Jul-2021
Day Change Summary
Previous Current
02-Jul-2021 06-Jul-2021 Change Change % Previous Week
Open 123-105 123-170 0-065 0.2% 123-065
High 123-175 123-285 0-110 0.3% 123-175
Low 123-050 123-145 0-095 0.2% 123-050
Close 123-160 123-248 0-088 0.2% 123-160
Range 0-125 0-140 0-015 12.0% 0-125
ATR 0-081 0-085 0-004 5.2% 0-000
Volume 809,041 1,055,989 246,948 30.5% 3,498,040
Daily Pivots for day following 06-Jul-2021
Classic Woodie Camarilla DeMark
R4 125-006 124-267 124-004
R3 124-186 124-127 123-286
R2 124-046 124-046 123-273
R1 123-307 123-307 123-260 124-016
PP 123-226 123-226 123-226 123-241
S1 123-167 123-167 123-235 123-196
S2 123-086 123-086 123-222
S3 122-266 123-027 123-209
S4 122-126 122-207 123-170
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
5 123-285 123-050 0-235 0.6% 0-082 0.2% 84% True False 809,146
10 123-285 123-050 0-235 0.6% 0-074 0.2% 84% True False 770,338
20 124-110 122-275 1-155 1.2% 0-093 0.2% 62% False False 894,763
40 124-110 122-275 1-155 1.2% 0-080 0.2% 62% False False 760,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 125-240
2.618 125-012
1.618 124-192
1.000 124-105
0.618 124-052
HIGH 123-285
0.618 123-232
0.500 123-215
0.382 123-198
LOW 123-145
0.618 123-058
1.000 123-005
1.618 122-238
2.618 122-098
4.250 121-190
Fisher Pivots for day following 06-Jul-2021
Pivot 1 day 3 day
R1 123-237 123-221
PP 123-226 123-194
S1 123-215 123-168

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

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