ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 25-Aug-2021
Day Change Summary
Previous Current
24-Aug-2021 25-Aug-2021 Change Change % Previous Week
Open 124-030 123-312 -0-038 -0.1% 124-032
High 124-035 124-010 -0-025 -0.1% 124-105
Low 123-308 123-258 -0-050 -0.1% 123-298
Close 123-318 123-278 -0-040 -0.1% 124-008
Range 0-048 0-072 0-025 52.6% 0-128
ATR 0-082 0-081 -0-001 -0.8% 0-000
Volume 1,264,350 2,927,744 1,663,394 131.6% 3,597,407
Daily Pivots for day following 25-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-186 124-144 123-317
R3 124-113 124-072 123-297
R2 124-041 124-041 123-291
R1 123-319 123-319 123-284 123-304
PP 123-288 123-288 123-288 123-281
S1 123-247 123-247 123-271 123-231
S2 123-216 123-216 123-264
S3 123-143 123-174 123-258
S4 123-071 123-102 123-238
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
5 124-082 123-258 0-145 0.4% 0-060 0.2% 14% False True 1,302,758
10 124-105 123-252 0-172 0.4% 0-069 0.2% 14% False False 991,978
20 124-302 123-220 1-082 1.0% 0-081 0.2% 14% False False 883,444
40 124-302 123-050 1-252 1.4% 0-088 0.2% 40% False False 857,333
60 124-302 122-275 2-028 1.7% 0-089 0.2% 48% False False 859,035
80 124-302 122-275 2-028 1.7% 0-084 0.2% 48% False False 766,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-318
2.618 124-200
1.618 124-127
1.000 124-082
0.618 124-055
HIGH 124-010
0.618 123-302
0.500 123-294
0.382 123-285
LOW 123-258
0.618 123-213
1.000 123-185
1.618 123-140
2.618 123-068
4.250 122-269
Fisher Pivots for day following 25-Aug-2021
Pivot 1 day 3 day
R1 123-294 123-308
PP 123-288 123-298
S1 123-283 123-288

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

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