ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 09-Sep-2021
Day Change Summary
Previous Current
08-Sep-2021 09-Sep-2021 Change Change % Previous Week
Open 124-002 124-018 0-015 0.0% 124-012
High 124-030 124-070 0-040 0.1% 124-122
Low 123-312 124-002 0-010 0.0% 124-010
Close 124-022 124-052 0-030 0.1% 124-055
Range 0-038 0-068 0-030 80.0% 0-112
ATR 0-070 0-070 0-000 -0.3% 0-000
Volume 16,751 25,325 8,574 51.2% 637,410
Daily Pivots for day following 09-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-244 124-216 124-090
R3 124-177 124-148 124-071
R2 124-109 124-109 124-065
R1 124-081 124-081 124-059 124-095
PP 124-042 124-042 124-042 124-049
S1 124-013 124-013 124-046 124-028
S2 123-294 123-294 124-040
S3 123-227 123-266 124-034
S4 123-159 123-198 124-015
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% 47% False False 14,267
10 124-122 123-228 0-215 0.5% 0-061 0.2% 67% False False 408,333
20 124-122 123-228 0-215 0.5% 0-065 0.2% 67% False False 700,155
40 124-302 123-220 1-082 1.0% 0-080 0.2% 38% False False 745,589
60 124-302 122-275 2-028 1.7% 0-086 0.2% 63% False False 805,777
80 124-302 122-275 2-028 1.7% 0-082 0.2% 63% False False 816,109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-037
2.618 124-247
1.618 124-179
1.000 124-138
0.618 124-112
HIGH 124-070
0.618 124-044
0.500 124-036
0.382 124-028
LOW 124-002
0.618 123-281
1.000 123-255
1.618 123-213
2.618 123-146
4.250 123-036
Fisher Pivots for day following 09-Sep-2021
Pivot 1 day 3 day
R1 124-047 124-045
PP 124-042 124-038
S1 124-036 124-030

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

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