ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 10-Sep-2021
Day Change Summary
Previous Current
09-Sep-2021 10-Sep-2021 Change Change % Previous Week
Open 124-018 124-048 0-030 0.1% 124-048
High 124-070 124-052 -0-018 0.0% 124-070
Low 124-002 123-312 -0-010 0.0% 123-310
Close 124-052 124-015 -0-038 -0.1% 124-015
Range 0-068 0-060 -0-008 -11.1% 0-080
ATR 0-070 0-069 -0-001 -1.0% 0-000
Volume 25,325 25,325 0 0.0% 75,773
Daily Pivots for day following 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-200 124-168 124-048
R3 124-140 124-108 124-032
R2 124-080 124-080 124-026
R1 124-048 124-048 124-020 124-034
PP 124-020 124-020 124-020 124-013
S1 123-308 123-308 124-010 123-294
S2 123-280 123-280 124-004
S3 123-220 123-248 123-318
S4 123-160 123-188 123-302
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-265 124-220 124-059
R3 124-185 124-140 124-037
R2 124-105 124-105 124-030
R1 124-060 124-060 124-022 124-042
PP 124-025 124-025 124-025 124-016
S1 123-300 123-300 124-008 123-282
S2 123-265 123-265 124-000
S3 123-185 123-220 123-313
S4 123-105 123-140 123-291
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% 0-062 0.2% 19% False False 17,836
10 124-122 123-228 0-215 0.5% 0-061 0.2% 50% False False 190,290
20 124-122 123-228 0-215 0.5% 0-065 0.2% 50% False False 675,556
40 124-302 123-220 1-082 1.0% 0-080 0.2% 29% False False 727,435
60 124-302 122-275 2-028 1.7% 0-083 0.2% 57% False False 781,071
80 124-302 122-275 2-028 1.7% 0-082 0.2% 57% False False 815,351
100 124-302 122-275 2-028 1.7% 0-079 0.2% 57% False False 654,050
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 True
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-308
2.618 124-210
1.618 124-150
1.000 124-112
0.618 124-090
HIGH 124-052
0.618 124-030
0.500 124-022
0.382 124-015
LOW 123-312
0.618 123-275
1.000 123-252
1.618 123-215
2.618 123-155
4.250 123-058
Fisher Pivots for day following 10-Sep-2021
Pivot 1 day 3 day
R1 124-022 124-031
PP 124-020 124-026
S1 124-018 124-020

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

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