ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 05-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
124-228 |
124-180 |
-0-048 |
-0.1% |
124-100 |
| High |
124-302 |
124-185 |
-0-118 |
-0.3% |
124-165 |
| Low |
124-148 |
124-085 |
-0-062 |
-0.2% |
124-042 |
| Close |
124-182 |
124-112 |
-0-070 |
-0.2% |
124-142 |
| Range |
0-155 |
0-100 |
-0-055 |
-35.5% |
0-122 |
| ATR |
0-095 |
0-095 |
0-000 |
0.4% |
0-000 |
| Volume |
896,862 |
791,833 |
-105,029 |
-11.7% |
3,923,345 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-108 |
125-050 |
124-168 |
|
| R3 |
125-008 |
124-270 |
124-140 |
|
| R2 |
124-228 |
124-228 |
124-131 |
|
| R1 |
124-170 |
124-170 |
124-122 |
124-149 |
| PP |
124-128 |
124-128 |
124-128 |
124-117 |
| S1 |
124-070 |
124-070 |
124-103 |
124-049 |
| S2 |
124-028 |
124-028 |
124-094 |
|
| S3 |
123-248 |
123-290 |
124-085 |
|
| S4 |
123-148 |
123-190 |
124-058 |
|
|
| 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 |
124-302 |
124-085 |
0-218 |
0.5% |
0-098 |
0.2% |
13% |
False |
True |
771,031 |
| 10 |
124-302 |
124-042 |
0-260 |
0.7% |
0-086 |
0.2% |
27% |
False |
False |
731,215 |
| 20 |
124-302 |
123-178 |
1-125 |
1.1% |
0-097 |
0.2% |
57% |
False |
False |
791,703 |
| 40 |
124-302 |
122-275 |
2-028 |
1.7% |
0-096 |
0.2% |
72% |
False |
False |
854,437 |
| 60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-087 |
0.2% |
72% |
False |
False |
802,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-290 |
|
2.618 |
125-127 |
|
1.618 |
125-027 |
|
1.000 |
124-285 |
|
0.618 |
124-247 |
|
HIGH |
124-185 |
|
0.618 |
124-147 |
|
0.500 |
124-135 |
|
0.382 |
124-123 |
|
LOW |
124-085 |
|
0.618 |
124-023 |
|
1.000 |
123-305 |
|
1.618 |
123-243 |
|
2.618 |
123-143 |
|
4.250 |
122-300 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-135 |
124-194 |
| PP |
124-128 |
124-167 |
| S1 |
124-120 |
124-140 |
|