ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
124-122 |
124-132 |
0-010 |
0.0% |
123-308 |
| High |
124-148 |
124-135 |
-0-012 |
0.0% |
124-220 |
| Low |
124-042 |
124-072 |
0-030 |
0.1% |
123-302 |
| Close |
124-085 |
124-102 |
0-018 |
0.0% |
124-092 |
| Range |
0-105 |
0-062 |
-0-042 |
-40.5% |
0-238 |
| ATR |
0-094 |
0-092 |
-0-002 |
-2.4% |
0-000 |
| Volume |
979,044 |
690,746 |
-288,298 |
-29.4% |
4,485,064 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-291 |
124-259 |
124-137 |
|
| R3 |
124-228 |
124-197 |
124-120 |
|
| R2 |
124-166 |
124-166 |
124-114 |
|
| R1 |
124-134 |
124-134 |
124-108 |
124-119 |
| PP |
124-103 |
124-103 |
124-103 |
124-096 |
| S1 |
124-072 |
124-072 |
124-097 |
124-056 |
| S2 |
124-041 |
124-041 |
124-091 |
|
| S3 |
123-298 |
124-009 |
124-085 |
|
| S4 |
123-236 |
123-267 |
124-068 |
|
|
| 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 |
124-042 |
0-115 |
0.3% |
0-072 |
0.2% |
52% |
False |
False |
691,400 |
| 10 |
124-220 |
123-230 |
0-310 |
0.8% |
0-099 |
0.2% |
62% |
False |
False |
801,061 |
| 20 |
124-220 |
123-050 |
1-170 |
1.2% |
0-097 |
0.2% |
76% |
False |
False |
818,725 |
| 40 |
124-220 |
122-275 |
1-265 |
1.5% |
0-093 |
0.2% |
80% |
False |
False |
850,490 |
| 60 |
124-220 |
122-275 |
1-265 |
1.5% |
0-084 |
0.2% |
80% |
False |
False |
738,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-081 |
|
2.618 |
124-299 |
|
1.618 |
124-236 |
|
1.000 |
124-198 |
|
0.618 |
124-174 |
|
HIGH |
124-135 |
|
0.618 |
124-111 |
|
0.500 |
124-104 |
|
0.382 |
124-096 |
|
LOW |
124-072 |
|
0.618 |
124-034 |
|
1.000 |
124-010 |
|
1.618 |
123-291 |
|
2.618 |
123-229 |
|
4.250 |
123-127 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-104 |
124-100 |
| PP |
124-103 |
124-098 |
| S1 |
124-103 |
124-096 |
|