ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 123-278 123-248 -0-030 -0.1% 124-008
High 123-285 124-022 0-058 0.1% 124-038
Low 123-230 123-228 -0-002 0.0% 123-228
Close 123-260 124-010 0-070 0.2% 124-010
Range 0-055 0-115 0-060 109.1% 0-130
ATR 0-079 0-082 0-003 3.2% 0-000
Volume 2,205,757 1,189,720 -1,016,037 -46.1% 8,615,367
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 125-005 124-282 124-073
R3 124-210 124-168 124-042
R2 124-095 124-095 124-031
R1 124-052 124-052 124-021 124-074
PP 123-300 123-300 123-300 123-311
S1 123-258 123-258 123-319 123-279
S2 123-185 123-185 123-309
S3 123-070 123-142 123-298
S4 122-275 123-028 123-267
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 125-055 125-002 124-082
R3 124-245 124-192 124-046
R2 124-115 124-115 124-034
R1 124-062 124-062 124-022 124-089
PP 123-305 123-305 123-305 123-318
S1 123-252 123-252 123-318 123-279
S2 123-175 123-175 123-306
S3 123-045 123-122 123-294
S4 122-235 122-312 123-258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-038 123-228 0-130 0.3% 0-070 0.2% 79% False True 1,723,073
10 124-105 123-228 0-198 0.5% 0-071 0.2% 52% False True 1,221,277
20 124-302 123-220 1-082 1.0% 0-082 0.2% 27% False False 969,439
40 124-302 123-050 1-252 1.4% 0-090 0.2% 49% False False 902,717
60 124-302 122-275 2-028 1.7% 0-089 0.2% 56% False False 894,663
80 124-302 122-275 2-028 1.7% 0-084 0.2% 56% False False 808,390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 125-191
2.618 125-004
1.618 124-209
1.000 124-138
0.618 124-094
HIGH 124-022
0.618 123-299
0.500 123-285
0.382 123-271
LOW 123-228
0.618 123-156
1.000 123-112
1.618 123-041
2.618 122-246
4.250 122-059
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 123-315 123-315
PP 123-300 123-300
S1 123-285 123-285

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

View Archives - Comment on this page... - Back to Index of Symbols