ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 07-Sep-2021
Day Change Summary
Previous Current
03-Sep-2021 07-Sep-2021 Change Change % Previous Week
Open 124-062 124-048 -0-015 0.0% 124-012
High 124-122 124-055 -0-068 -0.2% 124-122
Low 124-045 123-310 -0-055 -0.1% 124-010
Close 124-055 124-005 -0-050 -0.1% 124-055
Range 0-078 0-065 -0-012 -16.1% 0-112
ATR 0-073 0-073 -0-001 -0.8% 0-000
Volume 13,411 8,372 -5,039 -37.6% 637,410
Daily Pivots for day following 07-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-212 124-173 124-041
R3 124-147 124-108 124-023
R2 124-082 124-082 124-017
R1 124-043 124-043 124-011 124-030
PP 124-017 124-017 124-017 124-010
S1 123-298 123-298 123-319 123-285
S2 123-272 123-272 123-313
S3 123-207 123-233 123-307
S4 123-142 123-168 123-289
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 125-080 125-020 124-117
R3 124-288 124-228 124-086
R2 124-175 124-175 124-076
R1 124-115 124-115 124-065 124-145
PP 124-062 124-062 124-062 124-078
S1 124-002 124-002 124-045 124-032
S2 123-270 123-270 124-034
S3 123-158 123-210 124-024
S4 123-045 123-098 123-313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-122 123-310 0-132 0.3% 0-056 0.1% 11% False True 36,171
10 124-122 123-228 0-215 0.5% 0-062 0.2% 45% False False 823,335
20 124-122 123-220 0-222 0.6% 0-069 0.2% 47% False False 782,594
40 124-302 123-178 1-125 1.1% 0-084 0.2% 33% False False 791,868
60 124-302 122-275 2-028 1.7% 0-086 0.2% 55% False False 825,271
80 124-302 122-275 2-028 1.7% 0-082 0.2% 55% False False 815,856
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-011
2.618 124-225
1.618 124-160
1.000 124-120
0.618 124-095
HIGH 124-055
0.618 124-030
0.500 124-022
0.382 124-015
LOW 123-310
0.618 123-270
1.000 123-245
1.618 123-205
2.618 123-140
4.250 123-034
Fisher Pivots for day following 07-Sep-2021
Pivot 1 day 3 day
R1 124-022 124-056
PP 124-017 124-039
S1 124-011 124-022

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

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