ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 09-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
124-100 |
124-028 |
-0-072 |
-0.2% |
124-158 |
High |
124-105 |
124-078 |
-0-028 |
-0.1% |
124-302 |
Low |
124-022 |
123-298 |
-0-045 |
-0.1% |
124-022 |
Close |
124-040 |
123-315 |
-0-045 |
-0.1% |
124-040 |
Range |
0-082 |
0-100 |
0-018 |
21.2% |
0-280 |
ATR |
0-095 |
0-095 |
0-000 |
0.4% |
0-000 |
Volume |
823,984 |
688,368 |
-135,616 |
-16.5% |
3,694,316 |
|
Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-317 |
124-256 |
124-050 |
|
R3 |
124-217 |
124-156 |
124-022 |
|
R2 |
124-117 |
124-117 |
124-013 |
|
R1 |
124-056 |
124-056 |
124-004 |
124-036 |
PP |
124-017 |
124-017 |
124-017 |
124-007 |
S1 |
123-276 |
123-276 |
123-306 |
123-256 |
S2 |
123-237 |
123-237 |
123-297 |
|
S3 |
123-137 |
123-176 |
123-288 |
|
S4 |
123-037 |
123-076 |
123-260 |
|
|
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 |
123-298 |
1-005 |
0.8% |
0-101 |
0.3% |
5% |
False |
True |
735,597 |
10 |
124-302 |
123-298 |
1-005 |
0.8% |
0-091 |
0.2% |
5% |
False |
True |
774,039 |
20 |
124-302 |
123-178 |
1-125 |
1.1% |
0-098 |
0.2% |
31% |
False |
False |
801,142 |
40 |
124-302 |
122-275 |
2-028 |
1.7% |
0-095 |
0.2% |
54% |
False |
False |
846,609 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-086 |
0.2% |
54% |
False |
False |
826,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-182 |
2.618 |
125-019 |
1.618 |
124-239 |
1.000 |
124-178 |
0.618 |
124-139 |
HIGH |
124-078 |
0.618 |
124-039 |
0.500 |
124-028 |
0.382 |
124-016 |
LOW |
123-298 |
0.618 |
123-236 |
1.000 |
123-198 |
1.618 |
123-136 |
2.618 |
123-036 |
4.250 |
122-192 |
|
|
Fisher Pivots for day following 09-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
124-028 |
124-081 |
PP |
124-017 |
124-052 |
S1 |
124-006 |
124-024 |
|