ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 123-122 123-040 -0-082 -0.2% 123-260
High 123-138 123-085 -0-052 -0.1% 124-020
Low 123-062 123-012 -0-050 -0.1% 123-102
Close 123-078 123-048 -0-030 -0.1% 123-110
Range 0-075 0-072 -0-002 -3.3% 0-238
ATR 0-074 0-074 0-000 -0.2% 0-000
Volume 905 88 -817 -90.3% 21,364
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 123-266 123-229 123-087
R3 123-193 123-157 123-067
R2 123-121 123-121 123-061
R1 123-084 123-084 123-054 123-102
PP 123-048 123-048 123-048 123-058
S1 123-012 123-012 123-041 123-030
S2 122-296 122-296 123-034
S3 122-223 122-259 123-028
S4 122-151 122-187 123-008
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
5 124-000 123-012 0-308 0.8% 0-088 0.2% 11% False True 2,208
10 124-065 123-012 1-052 0.9% 0-078 0.2% 9% False True 4,085
20 124-122 123-012 1-110 1.1% 0-068 0.2% 8% False True 14,862
40 124-302 123-012 1-290 1.5% 0-074 0.2% 6% False True 486,156
60 124-302 123-012 1-290 1.5% 0-081 0.2% 6% False True 601,030
80 124-302 122-275 2-028 1.7% 0-083 0.2% 14% False False 667,577
100 124-302 122-275 2-028 1.7% 0-081 0.2% 14% False False 654,311
Crabel Price Patterns
NR True
NR4 False
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-073
2.618 123-275
1.618 123-202
1.000 123-158
0.618 123-130
HIGH 123-085
0.618 123-057
0.500 123-049
0.382 123-040
LOW 123-012
0.618 122-288
1.000 122-260
1.618 122-215
2.618 122-143
4.250 122-024
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 123-049 123-090
PP 123-048 123-076
S1 123-048 123-062

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

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