ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 14-Jul-2021
Day Change Summary
Previous Current
13-Jul-2021 14-Jul-2021 Change Change % Previous Week
Open 123-288 123-195 -0-092 -0.2% 123-170
High 123-308 123-285 -0-022 -0.1% 124-075
Low 123-178 123-188 0-010 0.0% 123-145
Close 123-195 123-270 0-075 0.2% 123-298
Range 0-130 0-098 -0-032 -25.0% 0-250
ATR 0-089 0-090 0-001 0.7% 0-000
Volume 1,167,837 725,382 -442,455 -37.9% 3,635,960
Daily Pivots for day following 14-Jul-2021
Classic Woodie Camarilla DeMark
R4 124-220 124-182 124-004
R3 124-122 124-085 123-297
R2 124-025 124-025 123-288
R1 123-308 123-308 123-279 124-006
PP 123-248 123-248 123-248 123-257
S1 123-210 123-210 123-261 123-229
S2 123-150 123-150 123-252
S3 123-052 123-112 123-243
S4 122-275 123-015 123-216
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
5 124-075 123-178 0-218 0.5% 0-099 0.2% 43% False False 842,178
10 124-075 123-050 1-025 0.9% 0-092 0.2% 64% False False 855,310
20 124-075 122-275 1-120 1.1% 0-098 0.2% 72% False False 926,153
40 124-110 122-275 1-155 1.2% 0-083 0.2% 66% False False 886,629
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-059
2.618 124-220
1.618 124-123
1.000 124-062
0.618 124-025
HIGH 123-285
0.618 123-248
0.500 123-236
0.382 123-225
LOW 123-188
0.618 123-127
1.000 123-090
1.618 123-030
2.618 122-252
4.250 122-093
Fisher Pivots for day following 14-Jul-2021
Pivot 1 day 3 day
R1 123-259 123-265
PP 123-248 123-260
S1 123-236 123-255

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

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