ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 02-Aug-2021
Day Change Summary
Previous Current
30-Jul-2021 02-Aug-2021 Change Change % Previous Week
Open 123-302 124-035 0-052 0.1% 124-005
High 124-015 124-102 0-088 0.2% 124-015
Low 123-268 124-035 0-088 0.2% 123-220
Close 123-318 124-082 0-085 0.2% 123-318
Range 0-068 0-068 0-000 0.0% 0-115
ATR
Volume 1,538 96 -1,442 -93.8% 26,986
Daily Pivots for day following 02-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-276 124-247 124-120
R3 124-208 124-179 124-101
R2 124-141 124-141 124-095
R1 124-112 124-112 124-089 124-126
PP 124-073 124-073 124-073 124-081
S1 124-044 124-044 124-076 124-059
S2 124-006 124-006 124-070
S3 123-258 123-297 124-064
S4 123-191 123-229 124-045
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 124-316 124-272 124-061
R3 124-201 124-157 124-029
R2 124-086 124-086 124-019
R1 124-042 124-042 124-008 124-006
PP 123-291 123-291 123-291 123-273
S1 123-247 123-247 123-307 123-211
S2 123-176 123-176 123-296
S3 123-061 123-132 123-286
S4 122-266 123-017 123-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-102 123-220 0-202 0.5% 0-068 0.2% 90% True False 5,168
10 124-102 123-205 0-218 0.5% 0-077 0.2% 91% True False 2,737
Crabel Price Patterns
NR False
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 0-020
Fibonacci Retracements and Extensions
4.250 125-069
2.618 124-279
1.618 124-212
1.000 124-170
0.618 124-144
HIGH 124-102
0.618 124-077
0.500 124-069
0.382 124-061
LOW 124-035
0.618 123-313
1.000 123-288
1.618 123-246
2.618 123-178
4.250 123-068
Fisher Pivots for day following 02-Aug-2021
Pivot 1 day 3 day
R1 124-078 124-060
PP 124-073 124-038
S1 124-069 124-015

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

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