ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 29-Jul-2021
Day Change Summary
Previous Current
28-Jul-2021 29-Jul-2021 Change Change % Previous Week
Open 124-122 124-132 0-010 0.0% 123-308
High 124-148 124-135 -0-012 0.0% 124-220
Low 124-042 124-072 0-030 0.1% 123-302
Close 124-085 124-102 0-018 0.0% 124-092
Range 0-105 0-062 -0-042 -40.5% 0-238
ATR 0-094 0-092 -0-002 -2.4% 0-000
Volume 979,044 690,746 -288,298 -29.4% 4,485,064
Daily Pivots for day following 29-Jul-2021
Classic Woodie Camarilla DeMark
R4 124-291 124-259 124-137
R3 124-228 124-197 124-120
R2 124-166 124-166 124-114
R1 124-134 124-134 124-108 124-119
PP 124-103 124-103 124-103 124-096
S1 124-072 124-072 124-097 124-056
S2 124-041 124-041 124-091
S3 123-298 124-009 124-085
S4 123-236 123-267 124-068
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 126-171 126-049 124-223
R3 125-253 125-132 124-158
R2 125-016 125-016 124-136
R1 124-214 124-214 124-114 124-275
PP 124-098 124-098 124-098 124-129
S1 123-297 123-297 124-071 124-038
S2 123-181 123-181 124-049
S3 122-263 123-059 124-027
S4 122-026 122-142 123-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-158 124-042 0-115 0.3% 0-072 0.2% 52% False False 691,400
10 124-220 123-230 0-310 0.8% 0-099 0.2% 62% False False 801,061
20 124-220 123-050 1-170 1.2% 0-097 0.2% 76% False False 818,725
40 124-220 122-275 1-265 1.5% 0-093 0.2% 80% False False 850,490
60 124-220 122-275 1-265 1.5% 0-084 0.2% 80% False False 738,335
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-081
2.618 124-299
1.618 124-236
1.000 124-198
0.618 124-174
HIGH 124-135
0.618 124-111
0.500 124-104
0.382 124-096
LOW 124-072
0.618 124-034
1.000 124-010
1.618 123-291
2.618 123-229
4.250 123-127
Fisher Pivots for day following 29-Jul-2021
Pivot 1 day 3 day
R1 124-104 124-100
PP 124-103 124-098
S1 124-103 124-096

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

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