ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 24-Aug-2021
Day Change Summary
Previous Current
23-Aug-2021 24-Aug-2021 Change Change % Previous Week
Open 124-008 124-030 0-022 0.1% 124-032
High 124-038 124-035 -0-002 0.0% 124-105
Low 123-298 123-308 0-010 0.0% 123-298
Close 124-030 123-318 -0-032 -0.1% 124-008
Range 0-060 0-048 -0-012 -20.8% 0-128
ATR 0-085 0-082 -0-003 -3.1% 0-000
Volume 1,027,796 1,264,350 236,554 23.0% 3,597,407
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-149 124-121 124-024
R3 124-102 124-073 124-011
R2 124-054 124-054 124-006
R1 124-026 124-026 124-002 124-016
PP 124-007 124-007 124-007 124-002
S1 123-298 123-298 123-313 123-289
S2 123-279 123-279 123-309
S3 123-232 123-251 123-304
S4 123-184 123-203 123-291
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
5 124-082 123-298 0-105 0.3% 0-061 0.2% 19% False False 891,985
10 124-105 123-220 0-205 0.5% 0-072 0.2% 48% False False 797,330
20 124-302 123-220 1-082 1.0% 0-082 0.2% 24% False False 786,009
40 124-302 123-050 1-252 1.4% 0-088 0.2% 47% False False 799,154
60 124-302 122-275 2-028 1.7% 0-088 0.2% 54% False False 822,358
80 124-302 122-275 2-028 1.7% 0-084 0.2% 54% False False 729,443
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 124-237
2.618 124-159
1.618 124-112
1.000 124-082
0.618 124-064
HIGH 124-035
0.618 124-017
0.500 124-011
0.382 124-006
LOW 123-308
0.618 123-278
1.000 123-260
1.618 123-231
2.618 123-183
4.250 123-106
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 124-011 124-016
PP 124-007 124-010
S1 124-002 124-004

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

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