ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 18-Aug-2021
Day Change Summary
Previous Current
17-Aug-2021 18-Aug-2021 Change Change % Previous Week
Open 124-045 124-032 -0-012 0.0% 124-028
High 124-105 124-052 -0-052 -0.1% 124-078
Low 124-022 123-298 -0-045 -0.1% 123-220
Close 124-042 124-025 -0-018 0.0% 124-002
Range 0-082 0-075 -0-008 -9.1% 0-178
ATR 0-092 0-091 -0-001 -1.3% 0-000
Volume 720,932 873,880 152,948 21.2% 3,481,702
Daily Pivots for day following 18-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-243 124-209 124-066
R3 124-168 124-134 124-046
R2 124-093 124-093 124-039
R1 124-059 124-059 124-032 124-039
PP 124-018 124-018 124-018 124-008
S1 123-304 123-304 124-018 123-284
S2 123-263 123-263 124-011
S3 123-188 123-229 124-004
S4 123-113 123-154 123-304
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
5 124-105 123-252 0-172 0.4% 0-078 0.2% 54% False False 681,197
10 124-185 123-220 0-285 0.7% 0-086 0.2% 44% False False 740,102
20 124-302 123-220 1-082 1.0% 0-086 0.2% 31% False False 731,845
40 124-302 123-050 1-252 1.4% 0-088 0.2% 52% False False 780,421
60 124-302 122-275 2-028 1.7% 0-088 0.2% 58% False False 872,527
80 124-302 122-275 2-028 1.7% 0-085 0.2% 58% False False 684,764
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-051
2.618 124-249
1.618 124-174
1.000 124-128
0.618 124-099
HIGH 124-052
0.618 124-024
0.500 124-015
0.382 124-006
LOW 123-298
0.618 123-251
1.000 123-222
1.618 123-176
2.618 123-101
4.250 122-299
Fisher Pivots for day following 18-Aug-2021
Pivot 1 day 3 day
R1 124-022 124-041
PP 124-018 124-036
S1 124-015 124-030

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

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