ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 24-Sep-2021
Day Change Summary
Previous Current
23-Sep-2021 24-Sep-2021 Change Change % Previous Week
Open 123-242 123-148 -0-095 -0.2% 123-260
High 123-258 123-168 -0-090 -0.2% 124-020
Low 123-122 123-102 -0-020 -0.1% 123-102
Close 123-150 123-110 -0-040 -0.1% 123-110
Range 0-135 0-065 -0-070 -51.9% 0-238
ATR 0-075 0-074 -0-001 -0.9% 0-000
Volume 5,348 1,490 -3,858 -72.1% 21,364
Daily Pivots for day following 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-002 123-281 123-146
R3 123-257 123-216 123-128
R2 123-192 123-192 123-122
R1 123-151 123-151 123-116 123-139
PP 123-127 123-127 123-127 123-121
S1 123-086 123-086 123-104 123-074
S2 123-062 123-062 123-098
S3 122-317 123-021 123-092
S4 122-252 122-276 123-074
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 125-257 125-101 123-241
R3 125-019 124-183 123-175
R2 124-102 124-102 123-154
R1 123-266 123-266 123-132 123-225
PP 123-184 123-184 123-184 123-164
S1 123-028 123-028 123-088 122-308
S2 122-267 122-267 123-066
S3 122-029 122-111 123-045
S4 121-112 121-193 122-299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-020 123-102 0-238 0.6% 0-087 0.2% 3% False True 4,272
10 124-080 123-102 0-298 0.8% 0-076 0.2% 3% False True 4,799
20 124-122 123-102 1-020 0.9% 0-069 0.2% 2% False True 97,545
40 124-302 123-102 1-200 1.3% 0-074 0.2% 1% False True 528,369
60 124-302 123-050 1-252 1.5% 0-082 0.2% 10% False False 625,155
80 124-302 122-275 2-028 1.7% 0-084 0.2% 23% False False 689,430
100 124-302 122-275 2-028 1.7% 0-080 0.2% 23% False False 654,349
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-013
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-124
2.618 124-018
1.618 123-273
1.000 123-232
0.618 123-208
HIGH 123-168
0.618 123-143
0.500 123-135
0.382 123-127
LOW 123-102
0.618 123-062
1.000 123-038
1.618 122-317
2.618 122-252
4.250 122-146
Fisher Pivots for day following 24-Sep-2021
Pivot 1 day 3 day
R1 123-135 123-211
PP 123-127 123-178
S1 123-118 123-144

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

View Archives - Comment on this page... - Back to Index of Symbols