ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 06-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
123-105 |
123-170 |
0-065 |
0.2% |
123-065 |
High |
123-175 |
123-285 |
0-110 |
0.3% |
123-175 |
Low |
123-050 |
123-145 |
0-095 |
0.2% |
123-050 |
Close |
123-160 |
123-248 |
0-088 |
0.2% |
123-160 |
Range |
0-125 |
0-140 |
0-015 |
12.0% |
0-125 |
ATR |
0-081 |
0-085 |
0-004 |
5.2% |
0-000 |
Volume |
809,041 |
1,055,989 |
246,948 |
30.5% |
3,498,040 |
|
Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-006 |
124-267 |
124-004 |
|
R3 |
124-186 |
124-127 |
123-286 |
|
R2 |
124-046 |
124-046 |
123-273 |
|
R1 |
123-307 |
123-307 |
123-260 |
124-016 |
PP |
123-226 |
123-226 |
123-226 |
123-241 |
S1 |
123-167 |
123-167 |
123-235 |
123-196 |
S2 |
123-086 |
123-086 |
123-222 |
|
S3 |
122-266 |
123-027 |
123-209 |
|
S4 |
122-126 |
122-207 |
123-170 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-183 |
124-137 |
123-229 |
|
R3 |
124-058 |
124-012 |
123-194 |
|
R2 |
123-253 |
123-253 |
123-183 |
|
R1 |
123-207 |
123-207 |
123-171 |
123-230 |
PP |
123-128 |
123-128 |
123-128 |
123-140 |
S1 |
123-082 |
123-082 |
123-149 |
123-105 |
S2 |
123-003 |
123-003 |
123-137 |
|
S3 |
122-198 |
122-277 |
123-126 |
|
S4 |
122-073 |
122-152 |
123-091 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-240 |
2.618 |
125-012 |
1.618 |
124-192 |
1.000 |
124-105 |
0.618 |
124-052 |
HIGH |
123-285 |
0.618 |
123-232 |
0.500 |
123-215 |
0.382 |
123-198 |
LOW |
123-145 |
0.618 |
123-058 |
1.000 |
123-005 |
1.618 |
122-238 |
2.618 |
122-098 |
4.250 |
121-190 |
|
|
Fisher Pivots for day following 06-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
123-237 |
123-221 |
PP |
123-226 |
123-194 |
S1 |
123-215 |
123-168 |
|