ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 15-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
123-195 |
123-278 |
0-082 |
0.2% |
123-170 |
High |
123-285 |
124-000 |
0-035 |
0.1% |
124-075 |
Low |
123-188 |
123-250 |
0-062 |
0.2% |
123-145 |
Close |
123-270 |
123-298 |
0-028 |
0.1% |
123-298 |
Range |
0-098 |
0-070 |
-0-028 |
-28.2% |
0-250 |
ATR |
0-090 |
0-088 |
-0-001 |
-1.6% |
0-000 |
Volume |
725,382 |
751,508 |
26,126 |
3.6% |
3,635,960 |
|
Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-179 |
124-148 |
124-016 |
|
R3 |
124-109 |
124-078 |
123-317 |
|
R2 |
124-039 |
124-039 |
123-310 |
|
R1 |
124-008 |
124-008 |
123-304 |
124-024 |
PP |
123-289 |
123-289 |
123-289 |
123-297 |
S1 |
123-258 |
123-258 |
123-291 |
123-274 |
S2 |
123-219 |
123-219 |
123-285 |
|
S3 |
123-149 |
123-188 |
123-278 |
|
S4 |
123-079 |
123-118 |
123-259 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-069 |
125-273 |
124-115 |
|
R3 |
125-139 |
125-023 |
124-046 |
|
R2 |
124-209 |
124-209 |
124-023 |
|
R1 |
124-093 |
124-093 |
124-000 |
124-151 |
PP |
123-279 |
123-279 |
123-279 |
123-308 |
S1 |
123-163 |
123-163 |
123-275 |
123-221 |
S2 |
123-029 |
123-029 |
123-252 |
|
S3 |
122-099 |
122-233 |
123-229 |
|
S4 |
121-169 |
121-303 |
123-160 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-042 |
123-178 |
0-185 |
0.5% |
0-090 |
0.2% |
65% |
False |
False |
793,662 |
10 |
124-075 |
123-050 |
1-025 |
0.9% |
0-095 |
0.2% |
72% |
False |
False |
836,390 |
20 |
124-075 |
122-275 |
1-120 |
1.1% |
0-089 |
0.2% |
78% |
False |
False |
888,342 |
40 |
124-110 |
122-275 |
1-155 |
1.2% |
0-084 |
0.2% |
72% |
False |
False |
903,268 |
60 |
124-110 |
122-275 |
1-155 |
1.2% |
0-079 |
0.2% |
72% |
False |
False |
605,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-298 |
2.618 |
124-183 |
1.618 |
124-113 |
1.000 |
124-070 |
0.618 |
124-043 |
HIGH |
124-000 |
0.618 |
123-293 |
0.500 |
123-285 |
0.382 |
123-277 |
LOW |
123-250 |
0.618 |
123-207 |
1.000 |
123-180 |
1.618 |
123-137 |
2.618 |
123-067 |
4.250 |
122-272 |
|
|
Fisher Pivots for day following 15-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
123-293 |
123-281 |
PP |
123-289 |
123-265 |
S1 |
123-285 |
123-249 |
|