ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 20-Sep-2021
Day Change Summary
Previous Current
17-Sep-2021 20-Sep-2021 Change Change % Previous Week
Open 123-290 123-260 -0-030 -0.1% 124-015
High 123-300 124-012 0-032 0.1% 124-080
Low 123-230 123-255 0-025 0.1% 123-230
Close 123-255 124-000 0-065 0.2% 123-255
Range 0-070 0-078 0-008 10.7% 0-170
ATR 0-068 0-069 0-001 1.0% 0-000
Volume 2,091 4,486 2,395 114.5% 26,635
Daily Pivots for day following 20-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-215 124-185 124-043
R3 124-138 124-108 124-021
R2 124-060 124-060 124-014
R1 124-030 124-030 124-007 124-045
PP 123-302 123-302 123-302 123-310
S1 123-272 123-272 123-313 123-288
S2 123-225 123-225 123-306
S3 123-148 123-195 123-299
S4 123-070 123-118 123-277
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% 0-070 0.2% 53% False False 5,381
10 124-080 123-230 0-170 0.4% 0-063 0.2% 53% False False 10,689
20 124-122 123-228 0-215 0.5% 0-062 0.2% 43% False False 467,983
40 124-302 123-220 1-082 1.0% 0-073 0.2% 25% False False 601,411
60 124-302 123-050 1-252 1.4% 0-080 0.2% 47% False False 671,358
80 124-302 122-275 2-028 1.7% 0-082 0.2% 55% False False 729,161
100 124-302 122-275 2-028 1.7% 0-080 0.2% 55% False False 654,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-022
2.618 124-215
1.618 124-138
1.000 124-090
0.618 124-060
HIGH 124-012
0.618 123-303
0.500 123-294
0.382 123-285
LOW 123-255
0.618 123-207
1.000 123-178
1.618 123-130
2.618 123-052
4.250 122-246
Fisher Pivots for day following 20-Sep-2021
Pivot 1 day 3 day
R1 123-311 123-311
PP 123-302 123-302
S1 123-294 123-292

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

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