ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 16-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
123-278 |
123-300 |
0-022 |
0.1% |
123-295 |
High |
124-000 |
123-308 |
-0-012 |
0.0% |
124-012 |
Low |
123-250 |
123-230 |
-0-020 |
-0.1% |
123-178 |
Close |
123-298 |
123-298 |
0-000 |
0.0% |
123-298 |
Range |
0-070 |
0-078 |
0-008 |
10.7% |
0-155 |
ATR |
0-088 |
0-087 |
-0-001 |
-0.9% |
0-000 |
Volume |
751,508 |
587,026 |
-164,482 |
-21.9% |
3,866,485 |
|
Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-191 |
124-162 |
124-020 |
|
R3 |
124-113 |
124-084 |
123-319 |
|
R2 |
124-036 |
124-036 |
123-312 |
|
R1 |
124-007 |
124-007 |
123-305 |
123-302 |
PP |
123-278 |
123-278 |
123-278 |
123-266 |
S1 |
123-249 |
123-249 |
123-290 |
123-225 |
S2 |
123-201 |
123-201 |
123-283 |
|
S3 |
123-123 |
123-172 |
123-276 |
|
S4 |
123-046 |
123-094 |
123-255 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-094 |
125-031 |
124-063 |
|
R3 |
124-259 |
124-196 |
124-020 |
|
R2 |
124-104 |
124-104 |
124-006 |
|
R1 |
124-041 |
124-041 |
123-312 |
124-072 |
PP |
123-269 |
123-269 |
123-269 |
123-285 |
S1 |
123-206 |
123-206 |
123-283 |
123-238 |
S2 |
123-114 |
123-114 |
123-269 |
|
S3 |
122-279 |
123-051 |
123-255 |
|
S4 |
122-124 |
122-216 |
123-212 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-012 |
123-178 |
0-155 |
0.4% |
0-090 |
0.2% |
77% |
False |
False |
773,297 |
10 |
124-075 |
123-050 |
1-025 |
0.9% |
0-097 |
0.2% |
72% |
False |
False |
831,148 |
20 |
124-075 |
122-275 |
1-120 |
1.1% |
0-089 |
0.2% |
78% |
False |
False |
834,615 |
40 |
124-110 |
122-275 |
1-155 |
1.2% |
0-083 |
0.2% |
72% |
False |
False |
914,889 |
60 |
124-110 |
122-275 |
1-155 |
1.2% |
0-080 |
0.2% |
72% |
False |
False |
614,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-317 |
2.618 |
124-190 |
1.618 |
124-113 |
1.000 |
124-065 |
0.618 |
124-035 |
HIGH |
123-308 |
0.618 |
123-278 |
0.500 |
123-269 |
0.382 |
123-260 |
LOW |
123-230 |
0.618 |
123-182 |
1.000 |
123-152 |
1.618 |
123-105 |
2.618 |
123-027 |
4.250 |
122-221 |
|
|
Fisher Pivots for day following 16-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
123-288 |
123-283 |
PP |
123-278 |
123-268 |
S1 |
123-269 |
123-254 |
|