ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 16-Jul-2021
Day Change Summary
Previous Current
15-Jul-2021 16-Jul-2021 Change Change % Previous Week
Open 123-278 123-300 0-022 0.1% 123-295
High 124-000 123-308 -0-012 0.0% 124-012
Low 123-250 123-230 -0-020 -0.1% 123-178
Close 123-298 123-298 0-000 0.0% 123-298
Range 0-070 0-078 0-008 10.7% 0-155
ATR 0-088 0-087 -0-001 -0.9% 0-000
Volume 751,508 587,026 -164,482 -21.9% 3,866,485
Daily Pivots for day following 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 124-191 124-162 124-020
R3 124-113 124-084 123-319
R2 124-036 124-036 123-312
R1 124-007 124-007 123-305 123-302
PP 123-278 123-278 123-278 123-266
S1 123-249 123-249 123-290 123-225
S2 123-201 123-201 123-283
S3 123-123 123-172 123-276
S4 123-046 123-094 123-255
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 125-094 125-031 124-063
R3 124-259 124-196 124-020
R2 124-104 124-104 124-006
R1 124-041 124-041 123-312 124-072
PP 123-269 123-269 123-269 123-285
S1 123-206 123-206 123-283 123-238
S2 123-114 123-114 123-269
S3 122-279 123-051 123-255
S4 122-124 122-216 123-212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-012 123-178 0-155 0.4% 0-090 0.2% 77% False False 773,297
10 124-075 123-050 1-025 0.9% 0-097 0.2% 72% False False 831,148
20 124-075 122-275 1-120 1.1% 0-089 0.2% 78% False False 834,615
40 124-110 122-275 1-155 1.2% 0-083 0.2% 72% False False 914,889
60 124-110 122-275 1-155 1.2% 0-080 0.2% 72% False False 614,911
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 0-023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-317
2.618 124-190
1.618 124-113
1.000 124-065
0.618 124-035
HIGH 123-308
0.618 123-278
0.500 123-269
0.382 123-260
LOW 123-230
0.618 123-182
1.000 123-152
1.618 123-105
2.618 123-027
4.250 122-221
Fisher Pivots for day following 16-Jul-2021
Pivot 1 day 3 day
R1 123-288 123-283
PP 123-278 123-268
S1 123-269 123-254

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

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