ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 08-Jul-2021
Day Change Summary
Previous Current
07-Jul-2021 08-Jul-2021 Change Change % Previous Week
Open 123-262 123-298 0-035 0.1% 123-065
High 123-298 124-075 0-098 0.2% 123-175
Low 123-232 123-278 0-045 0.1% 123-050
Close 123-292 124-058 0-085 0.2% 123-160
Range 0-065 0-118 0-052 80.8% 0-125
ATR 0-084 0-086 0-002 2.9% 0-000
Volume 897,029 994,089 97,060 10.8% 3,498,040
Daily Pivots for day following 08-Jul-2021
Classic Woodie Camarilla DeMark
R4 125-062 125-018 124-122
R3 124-265 124-220 124-090
R2 124-148 124-148 124-079
R1 124-102 124-102 124-068 124-125
PP 124-030 124-030 124-030 124-041
S1 123-305 123-305 124-047 124-008
S2 123-232 123-232 124-036
S3 123-115 123-188 124-025
S4 122-318 123-070 123-313
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
5 124-075 123-050 1-025 0.9% 0-100 0.3% 95% True False 879,117
10 124-075 123-050 1-025 0.9% 0-076 0.2% 95% True False 790,896
20 124-110 122-275 1-155 1.2% 0-095 0.2% 89% False False 917,171
40 124-110 122-275 1-155 1.2% 0-082 0.2% 89% False False 807,383
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-254
2.618 125-063
1.618 124-265
1.000 124-192
0.618 124-148
HIGH 124-075
0.618 124-030
0.500 124-016
0.382 124-002
LOW 123-278
0.618 123-205
1.000 123-160
1.618 123-087
2.618 122-290
4.250 122-098
Fisher Pivots for day following 08-Jul-2021
Pivot 1 day 3 day
R1 124-044 124-022
PP 124-030 123-306
S1 124-016 123-270

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

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