ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 13-Sep-2021
Day Change Summary
Previous Current
10-Sep-2021 13-Sep-2021 Change Change % Previous Week
Open 124-048 124-015 -0-032 -0.1% 124-048
High 124-052 124-050 -0-002 0.0% 124-070
Low 123-312 123-318 0-005 0.0% 123-310
Close 124-015 124-030 0-015 0.0% 124-015
Range 0-060 0-052 -0-008 -12.5% 0-080
ATR 0-069 0-068 -0-001 -1.7% 0-000
Volume 25,325 4,213 -21,112 -83.4% 75,773
Daily Pivots for day following 13-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-183 124-159 124-059
R3 124-131 124-107 124-044
R2 124-078 124-078 124-040
R1 124-054 124-054 124-035 124-066
PP 124-026 124-026 124-026 124-032
S1 124-002 124-002 124-025 124-014
S2 123-293 123-293 124-020
S3 123-241 123-269 124-016
S4 123-188 123-217 124-001
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
5 124-070 123-310 0-080 0.2% 0-056 0.1% 50% False False 15,997
10 124-122 123-310 0-132 0.3% 0-055 0.1% 30% False False 71,739
20 124-122 123-228 0-215 0.5% 0-063 0.2% 57% False False 646,508
40 124-302 123-220 1-082 1.0% 0-080 0.2% 32% False False 712,864
60 124-302 122-275 2-028 1.7% 0-083 0.2% 59% False False 753,448
80 124-302 122-275 2-028 1.7% 0-081 0.2% 59% False False 813,877
100 124-302 122-275 2-028 1.7% 0-080 0.2% 59% False False 654,092
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-273
2.618 124-187
1.618 124-135
1.000 124-102
0.618 124-082
HIGH 124-050
0.618 124-030
0.500 124-024
0.382 124-018
LOW 123-318
0.618 123-285
1.000 123-265
1.618 123-233
2.618 123-180
4.250 123-094
Fisher Pivots for day following 13-Sep-2021
Pivot 1 day 3 day
R1 124-028 124-031
PP 124-026 124-031
S1 124-024 124-030

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

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