ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 19-Jul-2021
Day Change Summary
Previous Current
16-Jul-2021 19-Jul-2021 Change Change % Previous Week
Open 123-300 123-308 0-008 0.0% 123-295
High 123-308 124-165 0-178 0.4% 124-012
Low 123-230 123-302 0-072 0.2% 123-178
Close 123-298 124-118 0-140 0.4% 123-298
Range 0-078 0-182 0-105 135.5% 0-155
ATR 0-087 0-095 0-007 8.2% 0-000
Volume 587,026 1,212,859 625,833 106.6% 3,866,485
Daily Pivots for day following 19-Jul-2021
Classic Woodie Camarilla DeMark
R4 125-316 125-239 124-218
R3 125-133 125-057 124-168
R2 124-271 124-271 124-151
R1 124-194 124-194 124-134 124-232
PP 124-088 124-088 124-088 124-108
S1 124-012 124-012 124-101 124-050
S2 123-226 123-226 124-084
S3 123-043 123-149 124-067
S4 122-181 122-287 124-017
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
5 124-165 123-178 0-308 0.8% 0-112 0.3% 85% True False 888,922
10 124-165 123-145 1-020 0.9% 0-103 0.3% 86% True False 871,530
20 124-165 123-030 1-135 1.1% 0-088 0.2% 90% True False 819,821
40 124-165 122-275 1-210 1.3% 0-085 0.2% 91% True False 938,342
60 124-165 122-275 1-210 1.3% 0-082 0.2% 91% True False 635,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 126-301
2.618 126-003
1.618 125-140
1.000 125-028
0.618 124-278
HIGH 124-165
0.618 124-095
0.500 124-074
0.382 124-052
LOW 123-302
0.618 123-190
1.000 123-120
1.618 123-007
2.618 122-145
4.250 121-167
Fisher Pivots for day following 19-Jul-2021
Pivot 1 day 3 day
R1 124-103 124-091
PP 124-088 124-064
S1 124-074 124-038

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

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