ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 09-Jul-2021
Day Change Summary
Previous Current
08-Jul-2021 09-Jul-2021 Change Change % Previous Week
Open 123-298 124-040 0-062 0.2% 123-170
High 124-075 124-042 -0-032 -0.1% 124-075
Low 123-278 123-290 0-012 0.0% 123-145
Close 124-058 123-298 -0-080 -0.2% 123-298
Range 0-118 0-072 -0-045 -38.3% 0-250
ATR 0-086 0-086 0-000 0.1% 0-000
Volume 994,089 688,853 -305,236 -30.7% 3,635,960
Daily Pivots for day following 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 124-214 124-168 124-017
R3 124-142 124-096 123-317
R2 124-069 124-069 123-311
R1 124-023 124-023 123-304 124-010
PP 123-317 123-317 123-317 123-310
S1 123-271 123-271 123-291 123-258
S2 123-244 123-244 123-284
S3 123-172 123-198 123-278
S4 123-099 123-126 123-258
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 126-069 125-273 124-115
R3 125-139 125-023 124-046
R2 124-209 124-209 124-023
R1 124-093 124-093 124-000 124-151
PP 123-279 123-279 123-279 123-308
S1 123-163 123-163 123-275 123-221
S2 123-029 123-029 123-252
S3 122-099 122-233 123-229
S4 121-169 121-303 123-160
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% 0-104 0.3% 72% False False 889,000
10 124-075 123-050 1-025 0.9% 0-078 0.2% 72% False False 787,352
20 124-110 122-275 1-155 1.2% 0-092 0.2% 72% False False 897,104
40 124-110 122-275 1-155 1.2% 0-080 0.2% 72% False False 824,215
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-031
2.618 124-232
1.618 124-160
1.000 124-115
0.618 124-087
HIGH 124-042
0.618 124-015
0.500 124-006
0.382 123-318
LOW 123-290
0.618 123-245
1.000 123-218
1.618 123-173
2.618 123-100
4.250 122-302
Fisher Pivots for day following 09-Jul-2021
Pivot 1 day 3 day
R1 124-006 123-314
PP 123-317 123-308
S1 123-307 123-303

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

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