ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 12-Jul-2021
Day Change Summary
Previous Current
09-Jul-2021 12-Jul-2021 Change Change % Previous Week
Open 124-040 123-295 -0-065 -0.2% 123-170
High 124-042 124-012 -0-030 -0.1% 124-075
Low 123-290 123-255 -0-035 -0.1% 123-145
Close 123-298 123-282 -0-015 0.0% 123-298
Range 0-072 0-078 0-005 6.9% 0-250
ATR 0-086 0-086 -0-001 -0.7% 0-000
Volume 688,853 634,732 -54,121 -7.9% 3,635,960
Daily Pivots for day following 12-Jul-2021
Classic Woodie Camarilla DeMark
R4 124-202 124-160 124-005
R3 124-125 124-082 123-304
R2 124-048 124-048 123-297
R1 124-005 124-005 123-290 123-308
PP 123-290 123-290 123-290 123-281
S1 123-248 123-248 123-275 123-230
S2 123-212 123-212 123-268
S3 123-135 123-170 123-261
S4 123-058 123-092 123-240
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
5 124-075 123-145 0-250 0.6% 0-094 0.2% 55% False False 854,138
10 124-075 123-050 1-025 0.9% 0-080 0.2% 67% False False 776,873
20 124-075 122-275 1-120 1.1% 0-092 0.2% 74% False False 892,076
40 124-110 122-275 1-155 1.2% 0-080 0.2% 69% False False 839,843
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 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-022
2.618 124-215
1.618 124-138
1.000 124-090
0.618 124-060
HIGH 124-012
0.618 123-303
0.500 123-294
0.382 123-285
LOW 123-255
0.618 123-207
1.000 123-178
1.618 123-130
2.618 123-052
4.250 122-246
Fisher Pivots for day following 12-Jul-2021
Pivot 1 day 3 day
R1 123-294 124-005
PP 123-290 123-311
S1 123-286 123-297

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

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