ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
124-132 |
124-090 |
-0-042 |
-0.1% |
124-100 |
| High |
124-135 |
124-165 |
0-030 |
0.1% |
124-165 |
| Low |
124-072 |
124-090 |
0-018 |
0.0% |
124-042 |
| Close |
124-102 |
124-142 |
0-040 |
0.1% |
124-142 |
| Range |
0-062 |
0-075 |
0-012 |
20.0% |
0-122 |
| ATR |
0-092 |
0-091 |
-0-001 |
-1.3% |
0-000 |
| Volume |
690,746 |
984,825 |
294,079 |
42.6% |
3,923,345 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-038 |
125-005 |
124-184 |
|
| R3 |
124-282 |
124-250 |
124-163 |
|
| R2 |
124-208 |
124-208 |
124-156 |
|
| R1 |
124-175 |
124-175 |
124-149 |
124-191 |
| PP |
124-132 |
124-132 |
124-132 |
124-141 |
| S1 |
124-100 |
124-100 |
124-136 |
124-116 |
| S2 |
124-058 |
124-058 |
124-129 |
|
| S3 |
123-302 |
124-025 |
124-122 |
|
| S4 |
123-228 |
123-270 |
124-101 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-164 |
125-116 |
124-210 |
|
| R3 |
125-042 |
124-313 |
124-176 |
|
| R2 |
124-239 |
124-239 |
124-165 |
|
| R1 |
124-191 |
124-191 |
124-154 |
124-215 |
| PP |
124-117 |
124-117 |
124-117 |
124-129 |
| S1 |
124-068 |
124-068 |
124-131 |
124-092 |
| S2 |
123-314 |
123-314 |
124-120 |
|
| S3 |
123-192 |
123-266 |
124-109 |
|
| S4 |
123-069 |
123-143 |
124-075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-165 |
124-042 |
0-122 |
0.3% |
0-078 |
0.2% |
82% |
True |
False |
784,669 |
| 10 |
124-220 |
123-302 |
0-238 |
0.6% |
0-099 |
0.2% |
67% |
False |
False |
840,840 |
| 20 |
124-220 |
123-050 |
1-170 |
1.2% |
0-098 |
0.2% |
84% |
False |
False |
835,994 |
| 40 |
124-220 |
122-275 |
1-265 |
1.5% |
0-093 |
0.2% |
87% |
False |
False |
857,275 |
| 60 |
124-220 |
122-275 |
1-265 |
1.5% |
0-084 |
0.2% |
87% |
False |
False |
754,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-164 |
|
2.618 |
125-041 |
|
1.618 |
124-286 |
|
1.000 |
124-240 |
|
0.618 |
124-211 |
|
HIGH |
124-165 |
|
0.618 |
124-136 |
|
0.500 |
124-128 |
|
0.382 |
124-119 |
|
LOW |
124-090 |
|
0.618 |
124-044 |
|
1.000 |
124-015 |
|
1.618 |
123-289 |
|
2.618 |
123-214 |
|
4.250 |
123-091 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-138 |
124-130 |
| PP |
124-132 |
124-117 |
| S1 |
124-128 |
124-104 |
|