ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 08-Sep-2021
Day Change Summary
Previous Current
07-Sep-2021 08-Sep-2021 Change Change % Previous Week
Open 124-048 124-002 -0-045 -0.1% 124-012
High 124-055 124-030 -0-025 -0.1% 124-122
Low 123-310 123-312 0-002 0.0% 124-010
Close 124-005 124-022 0-018 0.0% 124-055
Range 0-065 0-038 -0-028 -42.3% 0-112
ATR 0-073 0-070 -0-003 -3.5% 0-000
Volume 8,372 16,751 8,379 100.1% 637,410
Daily Pivots for day following 08-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-128 124-112 124-043
R3 124-090 124-075 124-033
R2 124-052 124-052 124-029
R1 124-038 124-038 124-026 124-045
PP 124-015 124-015 124-015 124-019
S1 124-000 124-000 124-019 124-008
S2 123-298 123-298 124-016
S3 123-260 123-282 124-012
S4 123-222 123-245 124-002
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% 0-054 0.1% 25% False False 18,483
10 124-122 123-228 0-215 0.5% 0-061 0.2% 53% False False 698,575
20 124-122 123-220 0-222 0.6% 0-067 0.2% 55% False False 747,952
40 124-302 123-188 1-115 1.1% 0-081 0.2% 36% False False 763,091
60 124-302 122-275 2-028 1.7% 0-086 0.2% 58% False False 815,908
80 124-302 122-275 2-028 1.7% 0-082 0.2% 58% False False 815,996
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-189
2.618 124-128
1.618 124-091
1.000 124-068
0.618 124-053
HIGH 124-030
0.618 124-016
0.500 124-011
0.382 124-007
LOW 123-312
0.618 123-289
1.000 123-275
1.618 123-252
2.618 123-214
4.250 123-153
Fisher Pivots for day following 08-Sep-2021
Pivot 1 day 3 day
R1 124-019 124-056
PP 124-015 124-045
S1 124-011 124-034

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

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