ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 20-Jul-2021
Day Change Summary
Previous Current
19-Jul-2021 20-Jul-2021 Change Change % Previous Week
Open 123-308 124-092 0-105 0.3% 123-295
High 124-165 124-220 0-055 0.1% 124-012
Low 123-302 124-078 0-095 0.2% 123-178
Close 124-118 124-158 0-040 0.1% 123-298
Range 0-182 0-142 -0-040 -21.9% 0-155
ATR 0-095 0-098 0-003 3.6% 0-000
Volume 1,212,859 1,131,779 -81,080 -6.7% 3,866,485
Daily Pivots for day following 20-Jul-2021
Classic Woodie Camarilla DeMark
R4 125-259 125-191 124-236
R3 125-117 125-048 124-197
R2 124-294 124-294 124-184
R1 124-226 124-226 124-171 124-260
PP 124-152 124-152 124-152 124-169
S1 124-083 124-083 124-144 124-118
S2 124-009 124-009 124-131
S3 123-187 123-261 124-118
S4 123-044 123-118 124-079
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
5 124-220 123-188 1-032 0.9% 0-114 0.3% 82% True False 881,710
10 124-220 123-178 1-042 0.9% 0-103 0.3% 83% True False 879,109
20 124-220 123-050 1-170 1.2% 0-088 0.2% 87% True False 824,724
40 124-220 122-275 1-265 1.5% 0-088 0.2% 89% True False 957,567
60 124-220 122-275 1-265 1.5% 0-083 0.2% 89% True False 653,988
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-186
2.618 125-273
1.618 125-131
1.000 125-042
0.618 124-308
HIGH 124-220
0.618 124-166
0.500 124-149
0.382 124-132
LOW 124-078
0.618 123-309
1.000 123-255
1.618 123-167
2.618 123-024
4.250 122-112
Fisher Pivots for day following 20-Jul-2021
Pivot 1 day 3 day
R1 124-155 124-127
PP 124-152 124-096
S1 124-149 124-065

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

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