ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
124-092 |
124-132 |
0-040 |
0.1% |
123-295 |
| High |
124-220 |
124-180 |
-0-040 |
-0.1% |
124-012 |
| Low |
124-078 |
124-052 |
-0-025 |
-0.1% |
123-178 |
| Close |
124-158 |
124-068 |
-0-090 |
-0.2% |
123-298 |
| Range |
0-142 |
0-128 |
-0-015 |
-10.5% |
0-155 |
| ATR |
0-098 |
0-100 |
0-002 |
2.2% |
0-000 |
| Volume |
1,131,779 |
906,376 |
-225,403 |
-19.9% |
3,866,485 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-162 |
125-082 |
124-138 |
|
| R3 |
125-035 |
124-275 |
124-103 |
|
| R2 |
124-228 |
124-228 |
124-091 |
|
| R1 |
124-148 |
124-148 |
124-079 |
124-124 |
| PP |
124-100 |
124-100 |
124-100 |
124-088 |
| S1 |
124-020 |
124-020 |
124-056 |
123-316 |
| S2 |
123-292 |
123-292 |
124-044 |
|
| S3 |
123-165 |
123-212 |
124-032 |
|
| S4 |
123-038 |
123-085 |
123-317 |
|
|
| 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 |
124-220 |
123-230 |
0-310 |
0.8% |
0-120 |
0.3% |
51% |
False |
False |
917,909 |
| 10 |
124-220 |
123-178 |
1-042 |
0.9% |
0-110 |
0.3% |
58% |
False |
False |
880,044 |
| 20 |
124-220 |
123-050 |
1-170 |
1.2% |
0-090 |
0.2% |
69% |
False |
False |
828,996 |
| 40 |
124-220 |
122-275 |
1-265 |
1.5% |
0-090 |
0.2% |
74% |
False |
False |
942,868 |
| 60 |
124-220 |
122-275 |
1-265 |
1.5% |
0-084 |
0.2% |
74% |
False |
False |
669,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-082 |
|
2.618 |
125-194 |
|
1.618 |
125-066 |
|
1.000 |
124-308 |
|
0.618 |
124-259 |
|
HIGH |
124-180 |
|
0.618 |
124-131 |
|
0.500 |
124-116 |
|
0.382 |
124-101 |
|
LOW |
124-052 |
|
0.618 |
123-294 |
|
1.000 |
123-245 |
|
1.618 |
123-166 |
|
2.618 |
123-039 |
|
4.250 |
122-151 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-116 |
124-101 |
| PP |
124-100 |
124-090 |
| S1 |
124-084 |
124-079 |
|