ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 17-Sep-2021
Day Change Summary
Previous Current
16-Sep-2021 17-Sep-2021 Change Change % Previous Week
Open 124-032 123-290 -0-062 -0.2% 124-015
High 124-035 123-300 -0-055 -0.1% 124-080
Low 123-280 123-230 -0-050 -0.1% 123-230
Close 123-300 123-255 -0-045 -0.1% 123-255
Range 0-075 0-070 -0-005 -6.7% 0-170
ATR 0-068 0-068 0-000 0.2% 0-000
Volume 4,749 2,091 -2,658 -56.0% 26,635
Daily Pivots for day following 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-152 124-113 123-294
R3 124-082 124-043 123-274
R2 124-012 124-012 123-268
R1 123-293 123-293 123-261 123-278
PP 123-262 123-262 123-262 123-254
S1 123-223 123-223 123-249 123-208
S2 123-192 123-192 123-242
S3 123-122 123-153 123-236
S4 123-052 123-083 123-216
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 125-165 125-060 124-028
R3 124-315 124-210 123-302
R2 124-145 124-145 123-286
R1 124-040 124-040 123-271 124-008
PP 123-295 123-295 123-295 123-279
S1 123-190 123-190 123-239 123-158
S2 123-125 123-125 123-224
S3 122-275 123-020 123-208
S4 122-105 122-170 123-162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-080 123-230 0-170 0.4% 0-065 0.2% 15% False True 5,327
10 124-122 123-230 0-212 0.5% 0-063 0.2% 12% False True 11,581
20 124-122 123-228 0-215 0.5% 0-062 0.2% 13% False False 494,497
40 124-302 123-220 1-082 1.0% 0-073 0.2% 9% False False 614,260
60 124-302 123-050 1-252 1.4% 0-079 0.2% 36% False False 683,355
80 124-302 122-275 2-028 1.7% 0-082 0.2% 45% False False 755,355
100 124-302 122-275 2-028 1.7% 0-080 0.2% 45% False False 654,292
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 False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-278
2.618 124-163
1.618 124-093
1.000 124-050
0.618 124-023
HIGH 123-300
0.618 123-273
0.500 123-265
0.382 123-257
LOW 123-230
0.618 123-187
1.000 123-160
1.618 123-117
2.618 123-047
4.250 122-252
Fisher Pivots for day following 17-Sep-2021
Pivot 1 day 3 day
R1 123-265 123-308
PP 123-262 123-290
S1 123-258 123-272

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

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