ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 17-Aug-2021
Day Change Summary
Previous Current
16-Aug-2021 17-Aug-2021 Change Change % Previous Week
Open 124-032 124-045 0-012 0.0% 124-028
High 124-100 124-105 0-005 0.0% 124-078
Low 124-020 124-022 0-002 0.0% 123-220
Close 124-065 124-042 -0-022 -0.1% 124-002
Range 0-080 0-082 0-002 3.1% 0-178
ATR 0-093 0-092 -0-001 -0.8% 0-000
Volume 708,692 720,932 12,240 1.7% 3,481,702
Daily Pivots for day following 17-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-304 124-256 124-088
R3 124-222 124-173 124-065
R2 124-139 124-139 124-058
R1 124-091 124-091 124-050 124-074
PP 124-057 124-057 124-057 124-048
S1 124-008 124-008 124-035 123-311
S2 123-294 123-294 124-027
S3 123-212 123-246 124-020
S4 123-129 123-163 123-317
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
5 124-105 123-220 0-205 0.5% 0-084 0.2% 70% True False 702,674
10 124-302 123-220 1-082 1.0% 0-094 0.2% 35% False False 742,400
20 124-302 123-220 1-082 1.0% 0-088 0.2% 35% False False 733,470
40 124-302 123-050 1-252 1.4% 0-088 0.2% 55% False False 779,097
60 124-302 122-275 2-028 1.7% 0-088 0.2% 61% False False 882,868
80 124-302 122-275 2-028 1.7% 0-084 0.2% 61% False False 673,858
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 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-136
2.618 125-001
1.618 124-238
1.000 124-188
0.618 124-156
HIGH 124-105
0.618 124-073
0.500 124-064
0.382 124-054
LOW 124-022
0.618 123-292
1.000 123-260
1.618 123-209
2.618 123-127
4.250 122-312
Fisher Pivots for day following 17-Aug-2021
Pivot 1 day 3 day
R1 124-064 124-035
PP 124-057 124-028
S1 124-050 124-021

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

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