ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 13-Aug-2021
Day Change Summary
Previous Current
12-Aug-2021 13-Aug-2021 Change Change % Previous Week
Open 123-290 123-265 -0-025 -0.1% 124-028
High 123-312 124-028 0-035 0.1% 124-078
Low 123-252 123-258 0-005 0.0% 123-220
Close 123-255 124-002 0-068 0.2% 124-002
Range 0-060 0-090 0-030 50.0% 0-178
ATR 0-092 0-092 0-000 0.0% 0-000
Volume 517,320 585,164 67,844 13.1% 3,481,702
Daily Pivots for day following 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-259 124-221 124-052
R3 124-169 124-131 124-027
R2 124-079 124-079 124-019
R1 124-041 124-041 124-011 124-060
PP 123-309 123-309 123-309 123-319
S1 123-271 123-271 123-314 123-290
S2 123-219 123-219 123-306
S3 123-129 123-181 123-298
S4 123-039 123-091 123-273
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 125-206 125-122 124-100
R3 125-028 124-264 124-051
R2 124-171 124-171 124-035
R1 124-087 124-087 124-019 124-040
PP 123-313 123-313 123-313 123-290
S1 123-229 123-229 123-306 123-182
S2 123-136 123-136 123-290
S3 122-278 123-052 123-274
S4 122-101 122-194 123-225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-078 123-220 0-178 0.4% 0-087 0.2% 58% False False 696,340
10 124-302 123-220 1-082 1.0% 0-094 0.2% 25% False False 717,601
20 124-302 123-220 1-082 1.0% 0-096 0.2% 25% False False 779,221
40 124-302 122-275 2-028 1.7% 0-093 0.2% 55% False False 806,918
60 124-302 122-275 2-028 1.7% 0-087 0.2% 55% False False 869,666
80 124-302 122-275 2-028 1.7% 0-084 0.2% 55% False False 655,988
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 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-090
2.618 124-263
1.618 124-173
1.000 124-118
0.618 124-083
HIGH 124-028
0.618 123-313
0.500 123-302
0.382 123-292
LOW 123-258
0.618 123-202
1.000 123-168
1.618 123-112
2.618 123-022
4.250 122-195
Fisher Pivots for day following 13-Aug-2021
Pivot 1 day 3 day
R1 123-316 123-310
PP 123-309 123-297
S1 123-302 123-284

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

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