ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 123-148 123-122 -0-025 -0.1% 123-260
High 123-168 123-138 -0-030 -0.1% 124-020
Low 123-102 123-062 -0-040 -0.1% 123-102
Close 123-110 123-078 -0-032 -0.1% 123-110
Range 0-065 0-075 0-010 15.4% 0-238
ATR 0-074 0-074 0-000 0.1% 0-000
Volume 1,490 905 -585 -39.3% 21,364
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 123-318 123-272 123-119
R3 123-242 123-198 123-098
R2 123-168 123-168 123-091
R1 123-122 123-122 123-084 123-108
PP 123-092 123-092 123-092 123-085
S1 123-048 123-048 123-071 123-032
S2 123-018 123-018 123-064
S3 122-262 122-292 123-057
S4 122-188 122-218 123-036
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
5 124-020 123-062 0-278 0.7% 0-086 0.2% 5% False True 3,556
10 124-080 123-062 1-018 0.9% 0-078 0.2% 4% False True 4,469
20 124-122 123-062 1-060 1.0% 0-067 0.2% 4% False True 38,104
40 124-302 123-062 1-240 1.4% 0-074 0.2% 3% False True 503,771
60 124-302 123-050 1-252 1.5% 0-082 0.2% 5% False False 614,512
80 124-302 122-275 2-028 1.7% 0-084 0.2% 18% False False 680,523
100 124-302 122-275 2-028 1.7% 0-080 0.2% 18% False False 654,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-136
2.618 124-014
1.618 123-259
1.000 123-212
0.618 123-184
HIGH 123-138
0.618 123-109
0.500 123-100
0.382 123-091
LOW 123-062
0.618 123-016
1.000 122-308
1.618 122-261
2.618 122-186
4.250 122-064
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 123-100 123-160
PP 123-092 123-132
S1 123-085 123-105

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

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