ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 09-Aug-2021
Day Change Summary
Previous Current
06-Aug-2021 09-Aug-2021 Change Change % Previous Week
Open 124-100 124-028 -0-072 -0.2% 124-158
High 124-105 124-078 -0-028 -0.1% 124-302
Low 124-022 123-298 -0-045 -0.1% 124-022
Close 124-040 123-315 -0-045 -0.1% 124-040
Range 0-082 0-100 0-018 21.2% 0-280
ATR 0-095 0-095 0-000 0.4% 0-000
Volume 823,984 688,368 -135,616 -16.5% 3,694,316
Daily Pivots for day following 09-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-317 124-256 124-050
R3 124-217 124-156 124-022
R2 124-117 124-117 124-013
R1 124-056 124-056 124-004 124-036
PP 124-017 124-017 124-017 124-007
S1 123-276 123-276 123-306 123-256
S2 123-237 123-237 123-297
S3 123-137 123-176 123-288
S4 123-037 123-076 123-260
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 127-002 126-141 124-194
R3 126-042 125-181 124-117
R2 125-082 125-082 124-091
R1 124-221 124-221 124-066 124-171
PP 124-122 124-122 124-122 124-097
S1 123-261 123-261 124-014 123-211
S2 123-162 123-162 123-309
S3 122-202 122-301 123-283
S4 121-242 122-021 123-206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-302 123-298 1-005 0.8% 0-101 0.3% 5% False True 735,597
10 124-302 123-298 1-005 0.8% 0-091 0.2% 5% False True 774,039
20 124-302 123-178 1-125 1.1% 0-098 0.2% 31% False False 801,142
40 124-302 122-275 2-028 1.7% 0-095 0.2% 54% False False 846,609
60 124-302 122-275 2-028 1.7% 0-086 0.2% 54% False False 826,943
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 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-182
2.618 125-019
1.618 124-239
1.000 124-178
0.618 124-139
HIGH 124-078
0.618 124-039
0.500 124-028
0.382 124-016
LOW 123-298
0.618 123-236
1.000 123-198
1.618 123-136
2.618 123-036
4.250 122-192
Fisher Pivots for day following 09-Aug-2021
Pivot 1 day 3 day
R1 124-028 124-081
PP 124-017 124-052
S1 124-006 124-024

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

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