ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
124-090 |
124-100 |
0-010 |
0.0% |
123-308 |
| High |
124-112 |
124-158 |
0-045 |
0.1% |
124-220 |
| Low |
124-062 |
124-080 |
0-018 |
0.0% |
123-302 |
| Close |
124-092 |
124-100 |
0-008 |
0.0% |
124-092 |
| Range |
0-050 |
0-078 |
0-028 |
55.0% |
0-238 |
| ATR |
0-097 |
0-095 |
-0-001 |
-1.4% |
0-000 |
| Volume |
518,481 |
565,630 |
47,149 |
9.1% |
4,485,064 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-025 |
124-300 |
124-143 |
|
| R3 |
124-268 |
124-222 |
124-121 |
|
| R2 |
124-190 |
124-190 |
124-114 |
|
| R1 |
124-145 |
124-145 |
124-107 |
124-139 |
| PP |
124-112 |
124-112 |
124-112 |
124-109 |
| S1 |
124-068 |
124-068 |
124-093 |
124-061 |
| S2 |
124-035 |
124-035 |
124-086 |
|
| S3 |
123-278 |
123-310 |
124-079 |
|
| S4 |
123-200 |
123-232 |
124-057 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-171 |
126-049 |
124-223 |
|
| R3 |
125-253 |
125-132 |
124-158 |
|
| R2 |
125-016 |
125-016 |
124-136 |
|
| R1 |
124-214 |
124-214 |
124-114 |
124-275 |
| PP |
124-098 |
124-098 |
124-098 |
124-129 |
| S1 |
123-297 |
123-297 |
124-071 |
124-038 |
| S2 |
123-181 |
123-181 |
124-049 |
|
| S3 |
122-263 |
123-059 |
124-027 |
|
| S4 |
122-026 |
122-142 |
123-282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-220 |
124-025 |
0-195 |
0.5% |
0-100 |
0.3% |
38% |
False |
False |
767,567 |
| 10 |
124-220 |
123-178 |
1-042 |
0.9% |
0-106 |
0.3% |
67% |
False |
False |
828,244 |
| 20 |
124-220 |
123-050 |
1-170 |
1.2% |
0-093 |
0.2% |
76% |
False |
False |
802,558 |
| 40 |
124-220 |
122-275 |
1-265 |
1.5% |
0-091 |
0.2% |
79% |
False |
False |
845,961 |
| 60 |
124-220 |
122-275 |
1-265 |
1.5% |
0-085 |
0.2% |
79% |
False |
False |
698,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-167 |
|
2.618 |
125-040 |
|
1.618 |
124-283 |
|
1.000 |
124-235 |
|
0.618 |
124-205 |
|
HIGH |
124-158 |
|
0.618 |
124-128 |
|
0.500 |
124-119 |
|
0.382 |
124-110 |
|
LOW |
124-080 |
|
0.618 |
124-032 |
|
1.000 |
124-002 |
|
1.618 |
123-275 |
|
2.618 |
123-197 |
|
4.250 |
123-071 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-119 |
124-097 |
| PP |
124-112 |
124-094 |
| S1 |
124-106 |
124-091 |
|