ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
124-090 |
124-122 |
0-032 |
0.1% |
123-308 |
| High |
124-150 |
124-148 |
-0-002 |
0.0% |
124-220 |
| Low |
124-082 |
124-042 |
-0-040 |
-0.1% |
123-302 |
| Close |
124-132 |
124-085 |
-0-048 |
-0.1% |
124-092 |
| Range |
0-068 |
0-105 |
0-038 |
55.6% |
0-238 |
| ATR |
0-093 |
0-094 |
0-001 |
0.9% |
0-000 |
| Volume |
703,100 |
979,044 |
275,944 |
39.2% |
4,485,064 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-087 |
125-031 |
124-143 |
|
| R3 |
124-302 |
124-246 |
124-114 |
|
| R2 |
124-197 |
124-197 |
124-104 |
|
| R1 |
124-141 |
124-141 |
124-095 |
124-116 |
| PP |
124-092 |
124-092 |
124-092 |
124-079 |
| S1 |
124-036 |
124-036 |
124-075 |
124-011 |
| S2 |
123-307 |
123-307 |
124-066 |
|
| S3 |
123-202 |
123-251 |
124-056 |
|
| S4 |
123-097 |
123-146 |
124-027 |
|
|
| 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 |
124-158 |
124-025 |
0-132 |
0.3% |
0-080 |
0.2% |
45% |
False |
False |
696,364 |
| 10 |
124-220 |
123-230 |
0-310 |
0.8% |
0-100 |
0.3% |
56% |
False |
False |
807,137 |
| 20 |
124-220 |
123-050 |
1-170 |
1.2% |
0-096 |
0.2% |
72% |
False |
False |
831,223 |
| 40 |
124-220 |
122-275 |
1-265 |
1.5% |
0-092 |
0.2% |
77% |
False |
False |
846,831 |
| 60 |
124-220 |
122-275 |
1-265 |
1.5% |
0-085 |
0.2% |
77% |
False |
False |
726,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-274 |
|
2.618 |
125-102 |
|
1.618 |
124-317 |
|
1.000 |
124-252 |
|
0.618 |
124-212 |
|
HIGH |
124-148 |
|
0.618 |
124-107 |
|
0.500 |
124-095 |
|
0.382 |
124-083 |
|
LOW |
124-042 |
|
0.618 |
123-298 |
|
1.000 |
123-258 |
|
1.618 |
123-193 |
|
2.618 |
123-088 |
|
4.250 |
122-236 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-095 |
124-100 |
| PP |
124-092 |
124-095 |
| S1 |
124-088 |
124-090 |
|