ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 14-Sep-2021
Day Change Summary
Previous Current
13-Sep-2021 14-Sep-2021 Change Change % Previous Week
Open 124-015 124-018 0-002 0.0% 124-048
High 124-050 124-080 0-030 0.1% 124-070
Low 123-318 124-000 0-002 0.0% 123-310
Close 124-030 124-060 0-030 0.1% 124-015
Range 0-052 0-080 0-028 52.4% 0-080
ATR 0-068 0-069 0-001 1.2% 0-000
Volume 4,213 3,926 -287 -6.8% 75,773
Daily Pivots for day following 14-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-287 124-253 124-104
R3 124-207 124-173 124-082
R2 124-127 124-127 124-075
R1 124-093 124-093 124-067 124-110
PP 124-047 124-047 124-047 124-055
S1 124-013 124-013 124-053 124-030
S2 123-287 123-287 124-045
S3 123-207 123-253 124-038
S4 123-127 123-173 124-016
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
5 124-080 123-312 0-088 0.2% 0-060 0.1% 77% True False 15,108
10 124-122 123-310 0-132 0.3% 0-058 0.1% 53% False False 25,639
20 124-122 123-228 0-215 0.5% 0-063 0.2% 71% False False 611,270
40 124-302 123-220 1-082 1.0% 0-077 0.2% 40% False False 682,641
60 124-302 123-030 1-272 1.5% 0-081 0.2% 59% False False 728,368
80 124-302 122-275 2-028 1.7% 0-081 0.2% 64% False False 810,492
100 124-302 122-275 2-028 1.7% 0-080 0.2% 64% False False 654,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 125-100
2.618 124-289
1.618 124-209
1.000 124-160
0.618 124-129
HIGH 124-080
0.618 124-049
0.500 124-040
0.382 124-031
LOW 124-000
0.618 123-271
1.000 123-240
1.618 123-191
2.618 123-111
4.250 122-300
Fisher Pivots for day following 14-Sep-2021
Pivot 1 day 3 day
R1 124-053 124-052
PP 124-047 124-044
S1 124-040 124-036

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

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