ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 26-Aug-2021
Day Change Summary
Previous Current
25-Aug-2021 26-Aug-2021 Change Change % Previous Week
Open 123-312 123-278 -0-035 -0.1% 124-032
High 124-010 123-285 -0-045 -0.1% 124-105
Low 123-258 123-230 -0-028 -0.1% 123-298
Close 123-278 123-260 -0-018 0.0% 124-008
Range 0-072 0-055 -0-018 -24.1% 0-128
ATR 0-081 0-079 -0-002 -2.3% 0-000
Volume 2,927,744 2,205,757 -721,987 -24.7% 3,597,407
Daily Pivots for day following 26-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-103 124-077 123-290
R3 124-048 124-022 123-275
R2 123-313 123-313 123-270
R1 123-287 123-287 123-265 123-272
PP 123-258 123-258 123-258 123-251
S1 123-232 123-232 123-255 123-218
S2 123-203 123-203 123-250
S3 123-148 123-177 123-245
S4 123-093 123-122 123-230
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
5 124-055 123-230 0-145 0.4% 0-059 0.1% 21% False True 1,592,080
10 124-105 123-230 0-195 0.5% 0-068 0.2% 15% False True 1,160,821
20 124-302 123-220 1-082 1.0% 0-080 0.2% 10% False False 959,194
40 124-302 123-050 1-252 1.4% 0-089 0.2% 37% False False 888,960
60 124-302 122-275 2-028 1.7% 0-089 0.2% 46% False False 886,725
80 124-302 122-275 2-028 1.7% 0-083 0.2% 46% False False 793,550
Crabel Price Patterns
NR True
NR4 False
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-199
2.618 124-109
1.618 124-054
1.000 124-020
0.618 123-319
HIGH 123-285
0.618 123-264
0.500 123-258
0.382 123-251
LOW 123-230
0.618 123-196
1.000 123-175
1.618 123-141
2.618 123-086
4.250 122-316
Fisher Pivots for day following 26-Aug-2021
Pivot 1 day 3 day
R1 123-259 123-292
PP 123-258 123-282
S1 123-258 123-271

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

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