ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 16-Sep-2021
Day Change Summary
Previous Current
15-Sep-2021 16-Sep-2021 Change Change % Previous Week
Open 124-058 124-032 -0-025 -0.1% 124-048
High 124-065 124-035 -0-030 -0.1% 124-070
Low 124-018 123-280 -0-058 -0.1% 123-310
Close 124-030 123-300 -0-050 -0.1% 124-015
Range 0-048 0-075 0-028 57.9% 0-080
ATR 0-067 0-068 0-001 0.8% 0-000
Volume 11,656 4,749 -6,907 -59.3% 75,773
Daily Pivots for day following 16-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-217 124-173 124-021
R3 124-142 124-098 124-001
R2 124-067 124-067 123-314
R1 124-023 124-023 123-307 124-008
PP 123-312 123-312 123-312 123-304
S1 123-268 123-268 123-293 123-252
S2 123-237 123-237 123-286
S3 123-162 123-193 123-279
S4 123-087 123-118 123-259
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
5 124-080 123-280 0-120 0.3% 0-063 0.2% 17% False True 9,973
10 124-122 123-280 0-162 0.4% 0-060 0.2% 12% False True 12,120
20 124-122 123-228 0-215 0.5% 0-061 0.2% 34% False False 532,349
40 124-302 123-220 1-082 1.0% 0-073 0.2% 20% False False 632,097
60 124-302 123-050 1-252 1.4% 0-079 0.2% 44% False False 697,730
80 124-302 122-275 2-028 1.7% 0-082 0.2% 52% False False 787,483
100 124-302 122-275 2-028 1.7% 0-080 0.2% 52% False False 654,281
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 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-034
2.618 124-231
1.618 124-156
1.000 124-110
0.618 124-081
HIGH 124-035
0.618 124-006
0.500 123-318
0.382 123-309
LOW 123-280
0.618 123-234
1.000 123-205
1.618 123-159
2.618 123-084
4.250 122-281
Fisher Pivots for day following 16-Sep-2021
Pivot 1 day 3 day
R1 123-318 124-020
PP 123-312 124-007
S1 123-306 123-313

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

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