ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 23-Sep-2021
Day Change Summary
Previous Current
22-Sep-2021 23-Sep-2021 Change Change % Previous Week
Open 123-312 123-242 -0-070 -0.2% 124-015
High 124-000 123-258 -0-062 -0.2% 124-080
Low 123-230 123-122 -0-108 -0.3% 123-230
Close 123-238 123-150 -0-088 -0.2% 123-255
Range 0-090 0-135 0-045 50.0% 0-170
ATR 0-070 0-075 0-005 6.6% 0-000
Volume 3,210 5,348 2,138 66.6% 26,635
Daily Pivots for day following 23-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-262 124-181 123-224
R3 124-127 124-046 123-187
R2 123-312 123-312 123-175
R1 123-231 123-231 123-162 123-204
PP 123-177 123-177 123-177 123-163
S1 123-096 123-096 123-138 123-069
S2 123-042 123-042 123-125
S3 122-227 122-281 123-113
S4 122-092 122-146 123-076
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
5 124-020 123-122 0-218 0.6% 0-088 0.2% 13% False True 4,393
10 124-080 123-122 0-278 0.7% 0-076 0.2% 10% False True 7,183
20 124-122 123-122 1-000 0.8% 0-068 0.2% 9% False True 207,758
40 124-302 123-122 1-180 1.3% 0-074 0.2% 6% False True 545,601
60 124-302 123-050 1-252 1.4% 0-082 0.2% 17% False False 640,808
80 124-302 122-275 2-028 1.7% 0-083 0.2% 29% False False 696,216
100 124-302 122-275 2-028 1.7% 0-081 0.2% 29% False False 654,369
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 35 trading days
Fibonacci Retracements and Extensions
4.250 125-191
2.618 124-291
1.618 124-156
1.000 124-072
0.618 124-021
HIGH 123-258
0.618 123-206
0.500 123-190
0.382 123-174
LOW 123-122
0.618 123-039
1.000 122-308
1.618 122-224
2.618 122-089
4.250 121-189
Fisher Pivots for day following 23-Sep-2021
Pivot 1 day 3 day
R1 123-190 123-231
PP 123-177 123-204
S1 123-163 123-177

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

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