ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 15-Sep-2021
Day Change Summary
Previous Current
14-Sep-2021 15-Sep-2021 Change Change % Previous Week
Open 124-018 124-058 0-040 0.1% 124-048
High 124-080 124-065 -0-015 0.0% 124-070
Low 124-000 124-018 0-018 0.0% 123-310
Close 124-060 124-030 -0-030 -0.1% 124-015
Range 0-080 0-048 -0-032 -40.6% 0-080
ATR 0-069 0-067 -0-002 -2.2% 0-000
Volume 3,926 11,656 7,730 196.9% 75,773
Daily Pivots for day following 15-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-180 124-152 124-056
R3 124-132 124-105 124-043
R2 124-085 124-085 124-039
R1 124-058 124-058 124-034 124-048
PP 124-038 124-038 124-038 124-032
S1 124-010 124-010 124-026 124-000
S2 123-310 123-310 124-021
S3 123-262 123-282 124-017
S4 123-215 123-235 124-004
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% 0-062 0.2% 43% False False 14,089
10 124-122 123-310 0-132 0.3% 0-058 0.1% 30% False False 16,286
20 124-122 123-228 0-215 0.5% 0-061 0.2% 57% False False 575,806
40 124-302 123-220 1-082 1.0% 0-075 0.2% 32% False False 654,638
60 124-302 123-050 1-252 1.4% 0-079 0.2% 52% False False 711,333
80 124-302 122-275 2-028 1.7% 0-081 0.2% 59% False False 806,103
100 124-302 122-275 2-028 1.7% 0-080 0.2% 59% False False 654,248
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-267
2.618 124-189
1.618 124-142
1.000 124-112
0.618 124-094
HIGH 124-065
0.618 124-047
0.500 124-041
0.382 124-036
LOW 124-018
0.618 123-308
1.000 123-290
1.618 123-261
2.618 123-213
4.250 123-136
Fisher Pivots for day following 15-Sep-2021
Pivot 1 day 3 day
R1 124-041 124-039
PP 124-038 124-036
S1 124-034 124-033

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

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