ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 22-Sep-2021
Day Change Summary
Previous Current
21-Sep-2021 22-Sep-2021 Change Change % Previous Week
Open 123-312 123-312 0-000 0.0% 124-015
High 124-020 124-000 -0-020 -0.1% 124-080
Low 123-272 123-230 -0-042 -0.1% 123-230
Close 123-308 123-238 -0-070 -0.2% 123-255
Range 0-068 0-090 0-022 33.3% 0-170
ATR 0-069 0-070 0-002 2.2% 0-000
Volume 6,830 3,210 -3,620 -53.0% 26,635
Daily Pivots for day following 22-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-212 124-155 123-287
R3 124-122 124-065 123-262
R2 124-032 124-032 123-254
R1 123-295 123-295 123-246 123-279
PP 123-262 123-262 123-262 123-254
S1 123-205 123-205 123-229 123-189
S2 123-172 123-172 123-221
S3 123-082 123-115 123-213
S4 122-312 123-025 123-188
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
5 124-035 123-230 0-125 0.3% 0-076 0.2% 6% False True 4,273
10 124-080 123-230 0-170 0.4% 0-069 0.2% 4% False True 9,181
20 124-122 123-228 0-215 0.5% 0-065 0.2% 5% False False 353,878
40 124-302 123-220 1-082 1.0% 0-074 0.2% 4% False False 569,943
60 124-302 123-050 1-252 1.4% 0-080 0.2% 33% False False 650,728
80 124-302 122-275 2-028 1.7% 0-082 0.2% 42% False False 705,238
100 124-302 122-275 2-028 1.7% 0-080 0.2% 42% False False 654,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 125-062
2.618 124-236
1.618 124-146
1.000 124-090
0.618 124-056
HIGH 124-000
0.618 123-286
0.500 123-275
0.382 123-264
LOW 123-230
0.618 123-174
1.000 123-140
1.618 123-084
2.618 122-314
4.250 122-168
Fisher Pivots for day following 22-Sep-2021
Pivot 1 day 3 day
R1 123-275 123-285
PP 123-262 123-269
S1 123-250 123-253

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

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