ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 03-Aug-2021
Day Change Summary
Previous Current
02-Aug-2021 03-Aug-2021 Change Change % Previous Week
Open 124-035 124-102 0-068 0.2% 124-005
High 124-102 124-115 0-012 0.0% 124-015
Low 124-035 124-058 0-022 0.1% 123-220
Close 124-082 124-090 0-008 0.0% 123-318
Range 0-068 0-058 -0-010 -14.8% 0-115
ATR
Volume 96 134 38 39.6% 26,986
Daily Pivots for day following 03-Aug-2021
Classic Woodie Camarilla DeMark
R4 124-260 124-232 124-122
R3 124-202 124-175 124-106
R2 124-145 124-145 124-101
R1 124-118 124-118 124-095 124-102
PP 124-088 124-088 124-088 124-080
S1 124-060 124-060 124-085 124-045
S2 124-030 124-030 124-079
S3 123-292 124-002 124-074
S4 123-235 123-265 124-058
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
5 124-115 123-220 0-215 0.5% 0-068 0.2% 88% True False 5,186
10 124-115 123-205 0-230 0.6% 0-070 0.2% 89% True False 2,750
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
4.250 125-039
2.618 124-266
1.618 124-208
1.000 124-172
0.618 124-151
HIGH 124-115
0.618 124-093
0.500 124-086
0.382 124-079
LOW 124-058
0.618 124-022
1.000 124-000
1.618 123-284
2.618 123-227
4.250 123-133
Fisher Pivots for day following 03-Aug-2021
Pivot 1 day 3 day
R1 124-089 124-070
PP 124-088 124-051
S1 124-086 124-031

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

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