ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 10-Aug-2021
Day Change Summary
Previous Current
09-Aug-2021 10-Aug-2021 Change Change % Previous Week
Open 124-028 123-305 -0-042 -0.1% 124-158
High 124-078 124-008 -0-070 -0.2% 124-302
Low 123-298 123-250 -0-048 -0.1% 124-022
Close 123-315 123-262 -0-052 -0.1% 124-040
Range 0-100 0-078 -0-022 -22.5% 0-280
ATR 0-095 0-094 -0-001 -1.3% 0-000
Volume 688,368 709,585 21,217 3.1% 3,694,316
Daily Pivots for day following 10-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-192 124-145 123-305
R3 124-115 124-068 123-284
R2 124-038 124-038 123-277
R1 123-310 123-310 123-270 123-295
PP 123-280 123-280 123-280 123-272
S1 123-232 123-232 123-255 123-218
S2 123-202 123-202 123-248
S3 123-125 123-155 123-241
S4 123-048 123-078 123-220
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
5 124-302 123-250 1-052 0.9% 0-103 0.3% 3% False True 782,126
10 124-302 123-250 1-052 0.9% 0-092 0.2% 3% False True 774,688
20 124-302 123-188 1-115 1.1% 0-096 0.2% 17% False False 778,229
40 124-302 122-275 2-028 1.7% 0-095 0.2% 46% False False 849,886
60 124-302 122-275 2-028 1.7% 0-087 0.2% 46% False False 838,678
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-017
2.618 124-210
1.618 124-133
1.000 124-085
0.618 124-055
HIGH 124-008
0.618 123-298
0.500 123-289
0.382 123-280
LOW 123-250
0.618 123-202
1.000 123-172
1.618 123-125
2.618 123-047
4.250 122-241
Fisher Pivots for day following 10-Aug-2021
Pivot 1 day 3 day
R1 123-289 124-018
PP 123-280 123-312
S1 123-271 123-288

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

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