ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 06-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
124-180 |
124-100 |
-0-080 |
-0.2% |
124-158 |
| High |
124-185 |
124-105 |
-0-080 |
-0.2% |
124-302 |
| Low |
124-085 |
124-022 |
-0-062 |
-0.2% |
124-022 |
| Close |
124-112 |
124-040 |
-0-072 |
-0.2% |
124-040 |
| Range |
0-100 |
0-082 |
-0-018 |
-17.5% |
0-280 |
| ATR |
0-095 |
0-095 |
0-000 |
-0.4% |
0-000 |
| Volume |
791,833 |
823,984 |
32,151 |
4.1% |
3,694,316 |
|
| Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-303 |
124-254 |
124-085 |
|
| R3 |
124-221 |
124-172 |
124-063 |
|
| R2 |
124-138 |
124-138 |
124-055 |
|
| R1 |
124-089 |
124-089 |
124-048 |
124-072 |
| PP |
124-056 |
124-056 |
124-056 |
124-048 |
| S1 |
124-007 |
124-007 |
124-032 |
123-310 |
| S2 |
123-293 |
123-293 |
124-025 |
|
| S3 |
123-211 |
123-244 |
124-017 |
|
| S4 |
123-128 |
123-162 |
123-315 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-002 |
126-141 |
124-194 |
|
| R3 |
126-042 |
125-181 |
124-117 |
|
| R2 |
125-082 |
125-082 |
124-091 |
|
| R1 |
124-221 |
124-221 |
124-066 |
124-171 |
| PP |
124-122 |
124-122 |
124-122 |
124-097 |
| S1 |
123-261 |
123-261 |
124-014 |
123-211 |
| S2 |
123-162 |
123-162 |
123-309 |
|
| S3 |
122-202 |
122-301 |
123-283 |
|
| S4 |
121-242 |
122-021 |
123-206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-302 |
124-022 |
0-280 |
0.7% |
0-100 |
0.3% |
6% |
False |
True |
738,863 |
| 10 |
124-302 |
124-022 |
0-280 |
0.7% |
0-089 |
0.2% |
6% |
False |
True |
761,766 |
| 20 |
124-302 |
123-178 |
1-125 |
1.1% |
0-097 |
0.2% |
41% |
False |
False |
798,460 |
| 40 |
124-302 |
122-275 |
2-028 |
1.7% |
0-094 |
0.2% |
61% |
False |
False |
847,782 |
| 60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-086 |
0.2% |
61% |
False |
False |
815,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-136 |
|
2.618 |
125-001 |
|
1.618 |
124-238 |
|
1.000 |
124-188 |
|
0.618 |
124-156 |
|
HIGH |
124-105 |
|
0.618 |
124-073 |
|
0.500 |
124-064 |
|
0.382 |
124-054 |
|
LOW |
124-022 |
|
0.618 |
123-292 |
|
1.000 |
123-260 |
|
1.618 |
123-209 |
|
2.618 |
123-127 |
|
4.250 |
122-312 |
|
|
| Fisher Pivots for day following 06-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-064 |
124-162 |
| PP |
124-056 |
124-122 |
| S1 |
124-048 |
124-081 |
|