ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 20-Aug-2021
Day Change Summary
Previous Current
19-Aug-2021 20-Aug-2021 Change Change % Previous Week
Open 124-028 124-030 0-002 0.0% 124-032
High 124-082 124-055 -0-028 -0.1% 124-105
Low 124-020 123-315 -0-025 -0.1% 123-298
Close 124-035 124-008 -0-028 -0.1% 124-008
Range 0-062 0-060 -0-002 -4.0% 0-128
ATR 0-089 0-087 -0-002 -2.3% 0-000
Volume 759,147 534,756 -224,391 -29.6% 3,597,407
Daily Pivots for day following 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-199 124-163 124-040
R3 124-139 124-103 124-024
R2 124-079 124-079 124-018
R1 124-043 124-043 124-013 124-031
PP 124-019 124-019 124-019 124-013
S1 123-303 123-303 124-002 123-291
S2 123-279 123-279 123-316
S3 123-219 123-243 123-311
S4 123-159 123-183 123-294
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 125-092 125-018 124-078
R3 124-285 124-210 124-043
R2 124-158 124-158 124-031
R1 124-082 124-082 124-019 124-056
PP 124-030 124-030 124-030 124-017
S1 123-275 123-275 123-316 123-249
S2 123-222 123-222 123-304
S3 123-095 123-148 123-292
S4 122-288 123-020 123-257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-105 123-298 0-128 0.3% 0-072 0.2% 24% False False 719,481
10 124-105 123-220 0-205 0.5% 0-080 0.2% 52% False False 707,910
20 124-302 123-220 1-082 1.0% 0-084 0.2% 27% False False 734,838
40 124-302 123-050 1-252 1.4% 0-088 0.2% 48% False False 773,045
60 124-302 122-275 2-028 1.7% 0-089 0.2% 56% False False 816,221
80 124-302 122-275 2-028 1.7% 0-084 0.2% 56% False False 700,839
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 0-022
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-310
2.618 124-212
1.618 124-152
1.000 124-115
0.618 124-092
HIGH 124-055
0.618 124-032
0.500 124-025
0.382 124-018
LOW 123-315
0.618 123-278
1.000 123-255
1.618 123-218
2.618 123-158
4.250 123-060
Fisher Pivots for day following 20-Aug-2021
Pivot 1 day 3 day
R1 124-025 124-030
PP 124-019 124-022
S1 124-013 124-015

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

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