ECBOT 5 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 123-065 123-075 0-010 0.0% 123-260
High 123-102 123-138 0-035 0.1% 124-020
Low 123-035 123-055 0-020 0.1% 123-102
Close 123-078 123-135 0-058 0.1% 123-110
Range 0-068 0-082 0-015 22.2% 0-238
ATR 0-074 0-074 0-001 0.9% 0-000
Volume 155 548 393 253.5% 21,364
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 124-037 124-008 123-180
R3 123-274 123-246 123-158
R2 123-192 123-192 123-150
R1 123-163 123-163 123-143 123-178
PP 123-109 123-109 123-109 123-116
S1 123-081 123-081 123-127 123-095
S2 123-027 123-027 123-120
S3 122-264 122-318 123-112
S4 122-182 122-236 123-090
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
5 123-168 123-012 0-155 0.4% 0-072 0.2% 79% False False 637
10 124-020 123-012 1-008 0.8% 0-080 0.2% 37% False False 2,515
20 124-122 123-012 1-110 1.1% 0-070 0.2% 28% False False 7,317
40 124-185 123-012 1-172 1.2% 0-072 0.2% 25% False False 451,829
60 124-302 123-012 1-290 1.5% 0-081 0.2% 20% False False 568,491
80 124-302 122-275 2-028 1.7% 0-084 0.2% 27% False False 652,191
100 124-302 122-275 2-028 1.7% 0-080 0.2% 27% False False 654,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-168
2.618 124-033
1.618 123-271
1.000 123-220
0.618 123-188
HIGH 123-138
0.618 123-106
0.500 123-096
0.382 123-087
LOW 123-055
0.618 123-004
1.000 122-292
1.618 122-242
2.618 122-159
4.250 122-024
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 123-122 123-115
PP 123-109 123-095
S1 123-096 123-075

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

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