ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 10-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
124-028 |
123-305 |
-0-042 |
-0.1% |
124-158 |
High |
124-078 |
124-008 |
-0-070 |
-0.2% |
124-302 |
Low |
123-298 |
123-250 |
-0-048 |
-0.1% |
124-022 |
Close |
123-315 |
123-262 |
-0-052 |
-0.1% |
124-040 |
Range |
0-100 |
0-078 |
-0-022 |
-22.5% |
0-280 |
ATR |
0-095 |
0-094 |
-0-001 |
-1.3% |
0-000 |
Volume |
688,368 |
709,585 |
21,217 |
3.1% |
3,694,316 |
|
Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-192 |
124-145 |
123-305 |
|
R3 |
124-115 |
124-068 |
123-284 |
|
R2 |
124-038 |
124-038 |
123-277 |
|
R1 |
123-310 |
123-310 |
123-270 |
123-295 |
PP |
123-280 |
123-280 |
123-280 |
123-272 |
S1 |
123-232 |
123-232 |
123-255 |
123-218 |
S2 |
123-202 |
123-202 |
123-248 |
|
S3 |
123-125 |
123-155 |
123-241 |
|
S4 |
123-048 |
123-078 |
123-220 |
|
|
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 |
123-250 |
1-052 |
0.9% |
0-103 |
0.3% |
3% |
False |
True |
782,126 |
10 |
124-302 |
123-250 |
1-052 |
0.9% |
0-092 |
0.2% |
3% |
False |
True |
774,688 |
20 |
124-302 |
123-188 |
1-115 |
1.1% |
0-096 |
0.2% |
17% |
False |
False |
778,229 |
40 |
124-302 |
122-275 |
2-028 |
1.7% |
0-095 |
0.2% |
46% |
False |
False |
849,886 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-087 |
0.2% |
46% |
False |
False |
838,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-017 |
2.618 |
124-210 |
1.618 |
124-133 |
1.000 |
124-085 |
0.618 |
124-055 |
HIGH |
124-008 |
0.618 |
123-298 |
0.500 |
123-289 |
0.382 |
123-280 |
LOW |
123-250 |
0.618 |
123-202 |
1.000 |
123-172 |
1.618 |
123-125 |
2.618 |
123-047 |
4.250 |
122-241 |
|
|
Fisher Pivots for day following 10-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
123-289 |
124-018 |
PP |
123-280 |
123-312 |
S1 |
123-271 |
123-288 |
|