ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 22-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
124-132 |
124-060 |
-0-072 |
-0.2% |
123-295 |
| High |
124-180 |
124-125 |
-0-055 |
-0.1% |
124-012 |
| Low |
124-052 |
124-025 |
-0-028 |
-0.1% |
123-178 |
| Close |
124-068 |
124-102 |
0-035 |
0.1% |
123-298 |
| Range |
0-128 |
0-100 |
-0-028 |
-21.6% |
0-155 |
| ATR |
0-100 |
0-100 |
0-000 |
0.0% |
0-000 |
| Volume |
906,376 |
715,569 |
-190,807 |
-21.1% |
3,866,485 |
|
| Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-064 |
125-023 |
124-158 |
|
| R3 |
124-284 |
124-243 |
124-130 |
|
| R2 |
124-184 |
124-184 |
124-121 |
|
| R1 |
124-143 |
124-143 |
124-112 |
124-164 |
| PP |
124-084 |
124-084 |
124-084 |
124-094 |
| S1 |
124-043 |
124-043 |
124-093 |
124-064 |
| S2 |
123-304 |
123-304 |
124-084 |
|
| S3 |
123-204 |
123-263 |
124-075 |
|
| S4 |
123-104 |
123-163 |
124-048 |
|
|
| 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% |
0-126 |
0.3% |
62% |
False |
False |
910,721 |
| 10 |
124-220 |
123-178 |
1-042 |
0.9% |
0-108 |
0.3% |
68% |
False |
False |
852,192 |
| 20 |
124-220 |
123-050 |
1-170 |
1.2% |
0-092 |
0.2% |
76% |
False |
False |
821,544 |
| 40 |
124-220 |
122-275 |
1-265 |
1.5% |
0-090 |
0.2% |
80% |
False |
False |
896,449 |
| 60 |
124-220 |
122-275 |
1-265 |
1.5% |
0-085 |
0.2% |
80% |
False |
False |
680,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-230 |
|
2.618 |
125-067 |
|
1.618 |
124-287 |
|
1.000 |
124-225 |
|
0.618 |
124-187 |
|
HIGH |
124-125 |
|
0.618 |
124-087 |
|
0.500 |
124-075 |
|
0.382 |
124-063 |
|
LOW |
124-025 |
|
0.618 |
123-283 |
|
1.000 |
123-245 |
|
1.618 |
123-183 |
|
2.618 |
123-083 |
|
4.250 |
122-240 |
|
|
| Fisher Pivots for day following 22-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-093 |
124-122 |
| PP |
124-084 |
124-116 |
| S1 |
124-075 |
124-109 |
|