ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 01-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
123-118 |
123-112 |
-0-005 |
0.0% |
123-112 |
High |
123-150 |
123-130 |
-0-020 |
-0.1% |
123-168 |
Low |
123-108 |
123-078 |
-0-030 |
-0.1% |
123-030 |
Close |
123-138 |
123-095 |
-0-042 |
-0.1% |
123-065 |
Range |
0-042 |
0-052 |
0-010 |
23.5% |
0-138 |
ATR |
0-079 |
0-078 |
-0-001 |
-1.7% |
0-000 |
Volume |
940,708 |
639,441 |
-301,267 |
-32.0% |
4,183,086 |
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-258 |
123-229 |
123-124 |
|
R3 |
123-206 |
123-177 |
123-109 |
|
R2 |
123-153 |
123-153 |
123-105 |
|
R1 |
123-124 |
123-124 |
123-100 |
123-112 |
PP |
123-101 |
123-101 |
123-101 |
123-095 |
S1 |
123-072 |
123-072 |
123-090 |
123-060 |
S2 |
123-048 |
123-048 |
123-085 |
|
S3 |
122-316 |
123-019 |
123-081 |
|
S4 |
122-263 |
122-287 |
123-066 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-180 |
124-100 |
123-141 |
|
R3 |
124-042 |
123-282 |
123-103 |
|
R2 |
123-225 |
123-225 |
123-090 |
|
R1 |
123-145 |
123-145 |
123-078 |
123-116 |
PP |
123-088 |
123-088 |
123-088 |
123-073 |
S1 |
123-008 |
123-008 |
123-052 |
122-299 |
S2 |
122-270 |
122-270 |
123-040 |
|
S3 |
122-132 |
122-190 |
123-027 |
|
S4 |
121-315 |
122-052 |
122-309 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-033 |
2.618 |
123-267 |
1.618 |
123-215 |
1.000 |
123-182 |
0.618 |
123-162 |
HIGH |
123-130 |
0.618 |
123-110 |
0.500 |
123-104 |
0.382 |
123-098 |
LOW |
123-078 |
0.618 |
123-045 |
1.000 |
123-025 |
1.618 |
122-313 |
2.618 |
122-260 |
4.250 |
122-174 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
123-104 |
123-110 |
PP |
123-101 |
123-105 |
S1 |
123-098 |
123-100 |
|