ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 29-Sep-2021
Day Change Summary
Previous Current
28-Sep-2021 29-Sep-2021 Change Change % Previous Week
Open 123-040 123-065 0-025 0.1% 123-260
High 123-085 123-102 0-018 0.0% 124-020
Low 123-012 123-035 0-022 0.1% 123-102
Close 123-048 123-078 0-030 0.1% 123-110
Range 0-072 0-068 -0-005 -6.9% 0-238
ATR 0-074 0-074 0-000 -0.6% 0-000
Volume 88 155 67 76.1% 21,364
Daily Pivots for day following 29-Sep-2021
Classic Woodie Camarilla DeMark
R4 123-274 123-243 123-115
R3 123-207 123-176 123-096
R2 123-139 123-139 123-090
R1 123-108 123-108 123-084 123-124
PP 123-072 123-072 123-072 123-079
S1 123-041 123-041 123-071 123-056
S2 123-004 123-004 123-065
S3 122-257 122-293 123-059
S4 122-189 122-226 123-040
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
5 123-258 123-012 0-245 0.6% 0-083 0.2% 27% False False 1,597
10 124-035 123-012 1-022 0.9% 0-080 0.2% 19% False False 2,935
20 124-122 123-012 1-110 1.1% 0-069 0.2% 15% False False 9,610
40 124-302 123-012 1-290 1.5% 0-074 0.2% 11% False False 474,237
60 124-302 123-012 1-290 1.5% 0-080 0.2% 11% False False 583,433
80 124-302 122-275 2-028 1.7% 0-083 0.2% 18% False False 661,265
100 124-302 122-275 2-028 1.7% 0-080 0.2% 18% False False 654,192
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 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-069
2.618 123-279
1.618 123-212
1.000 123-170
0.618 123-144
HIGH 123-102
0.618 123-077
0.500 123-069
0.382 123-061
LOW 123-035
0.618 122-313
1.000 122-288
1.618 122-246
2.618 122-178
4.250 122-068
Fisher Pivots for day following 29-Sep-2021
Pivot 1 day 3 day
R1 123-075 123-077
PP 123-072 123-076
S1 123-069 123-075

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

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