ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 12-Aug-2021
Day Change Summary
Previous Current
11-Aug-2021 12-Aug-2021 Change Change % Previous Week
Open 123-255 123-290 0-035 0.1% 124-158
High 124-008 123-312 -0-015 0.0% 124-302
Low 123-220 123-252 0-032 0.1% 124-022
Close 123-282 123-255 -0-028 -0.1% 124-040
Range 0-108 0-060 -0-048 -44.2% 0-280
ATR 0-095 0-092 -0-002 -2.6% 0-000
Volume 981,265 517,320 -463,945 -47.3% 3,694,316
Daily Pivots for day following 12-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-133 124-094 123-288
R3 124-073 124-034 123-272
R2 124-013 124-013 123-266
R1 123-294 123-294 123-260 123-284
PP 123-273 123-273 123-273 123-268
S1 123-234 123-234 123-250 123-224
S2 123-213 123-213 123-244
S3 123-153 123-174 123-238
S4 123-093 123-114 123-222
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
5 124-105 123-220 0-205 0.5% 0-086 0.2% 17% False False 744,104
10 124-302 123-220 1-082 1.0% 0-092 0.2% 9% False False 757,567
20 124-302 123-220 1-082 1.0% 0-096 0.2% 9% False False 779,314
40 124-302 122-275 2-028 1.7% 0-092 0.2% 45% False False 833,828
60 124-302 122-275 2-028 1.7% 0-088 0.2% 45% False False 861,950
80 124-302 122-275 2-028 1.7% 0-083 0.2% 45% False False 648,674
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 124-248
2.618 124-150
1.618 124-090
1.000 124-052
0.618 124-030
HIGH 123-312
0.618 123-290
0.500 123-282
0.382 123-275
LOW 123-252
0.618 123-215
1.000 123-192
1.618 123-155
2.618 123-095
4.250 122-318
Fisher Pivots for day following 12-Aug-2021
Pivot 1 day 3 day
R1 123-282 123-274
PP 123-273 123-268
S1 123-264 123-261

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

View Archives - Comment on this page... - Back to Index of Symbols