ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 21-Sep-2021
Day Change Summary
Previous Current
20-Sep-2021 21-Sep-2021 Change Change % Previous Week
Open 123-260 123-312 0-052 0.1% 124-015
High 124-012 124-020 0-008 0.0% 124-080
Low 123-255 123-272 0-018 0.0% 123-230
Close 124-000 123-308 -0-012 0.0% 123-255
Range 0-078 0-068 -0-010 -12.9% 0-170
ATR 0-069 0-069 0-000 -0.1% 0-000
Volume 4,486 6,830 2,344 52.3% 26,635
Daily Pivots for day following 21-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-189 124-156 124-025
R3 124-122 124-088 124-006
R2 124-054 124-054 124-000
R1 124-021 124-021 123-314 124-004
PP 123-307 123-307 123-307 123-298
S1 123-273 123-273 123-301 123-256
S2 123-239 123-239 123-295
S3 123-172 123-206 123-289
S4 123-104 123-138 123-270
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
5 124-065 123-230 0-155 0.4% 0-068 0.2% 50% False False 5,962
10 124-080 123-230 0-170 0.4% 0-064 0.2% 46% False False 10,535
20 124-122 123-228 0-215 0.5% 0-063 0.2% 37% False False 416,935
40 124-302 123-220 1-082 1.0% 0-073 0.2% 22% False False 587,441
60 124-302 123-050 1-252 1.4% 0-080 0.2% 45% False False 659,147
80 124-302 122-275 2-028 1.7% 0-082 0.2% 53% False False 716,701
100 124-302 122-275 2-028 1.7% 0-080 0.2% 53% False False 654,314
Crabel Price Patterns
NR True
NR4 True
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 0-012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-307
2.618 124-197
1.618 124-129
1.000 124-088
0.618 124-062
HIGH 124-020
0.618 123-314
0.500 123-306
0.382 123-298
LOW 123-272
0.618 123-231
1.000 123-205
1.618 123-163
2.618 123-096
4.250 122-306
Fisher Pivots for day following 21-Sep-2021
Pivot 1 day 3 day
R1 123-307 123-300
PP 123-307 123-292
S1 123-306 123-285

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

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