ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
124-100 |
124-090 |
-0-010 |
0.0% |
123-308 |
| High |
124-158 |
124-150 |
-0-008 |
0.0% |
124-220 |
| Low |
124-080 |
124-082 |
0-002 |
0.0% |
123-302 |
| Close |
124-100 |
124-132 |
0-032 |
0.1% |
124-092 |
| Range |
0-078 |
0-068 |
-0-010 |
-12.9% |
0-238 |
| ATR |
0-095 |
0-093 |
-0-002 |
-2.1% |
0-000 |
| Volume |
565,630 |
703,100 |
137,470 |
24.3% |
4,485,064 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-004 |
124-296 |
124-170 |
|
| R3 |
124-257 |
124-228 |
124-151 |
|
| R2 |
124-189 |
124-189 |
124-145 |
|
| R1 |
124-161 |
124-161 |
124-139 |
124-175 |
| PP |
124-122 |
124-122 |
124-122 |
124-129 |
| S1 |
124-093 |
124-093 |
124-126 |
124-108 |
| S2 |
124-054 |
124-054 |
124-120 |
|
| S3 |
123-307 |
124-026 |
124-114 |
|
| S4 |
123-239 |
123-278 |
124-095 |
|
|
| 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 |
124-180 |
124-025 |
0-155 |
0.4% |
0-084 |
0.2% |
69% |
False |
False |
681,831 |
| 10 |
124-220 |
123-188 |
1-032 |
0.9% |
0-099 |
0.2% |
75% |
False |
False |
781,771 |
| 20 |
124-220 |
123-050 |
1-170 |
1.2% |
0-093 |
0.2% |
82% |
False |
False |
812,299 |
| 40 |
124-220 |
122-275 |
1-265 |
1.5% |
0-091 |
0.2% |
85% |
False |
False |
840,533 |
| 60 |
124-220 |
122-275 |
1-265 |
1.5% |
0-085 |
0.2% |
85% |
False |
False |
710,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-117 |
|
2.618 |
125-007 |
|
1.618 |
124-259 |
|
1.000 |
124-218 |
|
0.618 |
124-192 |
|
HIGH |
124-150 |
|
0.618 |
124-124 |
|
0.500 |
124-116 |
|
0.382 |
124-108 |
|
LOW |
124-082 |
|
0.618 |
124-041 |
|
1.000 |
124-015 |
|
1.618 |
123-293 |
|
2.618 |
123-226 |
|
4.250 |
123-116 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-127 |
124-125 |
| PP |
124-122 |
124-118 |
| S1 |
124-116 |
124-110 |
|