ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 11-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
123-305 |
123-255 |
-0-050 |
-0.1% |
124-158 |
High |
124-008 |
124-008 |
0-000 |
0.0% |
124-302 |
Low |
123-250 |
123-220 |
-0-030 |
-0.1% |
124-022 |
Close |
123-262 |
123-282 |
0-020 |
0.1% |
124-040 |
Range |
0-078 |
0-108 |
0-030 |
38.7% |
0-280 |
ATR |
0-094 |
0-095 |
0-001 |
1.1% |
0-000 |
Volume |
709,585 |
981,265 |
271,680 |
38.3% |
3,694,316 |
|
Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-279 |
124-228 |
124-022 |
|
R3 |
124-172 |
124-121 |
123-312 |
|
R2 |
124-064 |
124-064 |
123-302 |
|
R1 |
124-013 |
124-013 |
123-292 |
124-039 |
PP |
123-277 |
123-277 |
123-277 |
123-289 |
S1 |
123-226 |
123-226 |
123-273 |
123-251 |
S2 |
123-169 |
123-169 |
123-263 |
|
S3 |
123-062 |
123-118 |
123-253 |
|
S4 |
122-274 |
123-011 |
123-223 |
|
|
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 |
124-185 |
123-220 |
0-285 |
0.7% |
0-094 |
0.2% |
22% |
False |
True |
799,007 |
10 |
124-302 |
123-220 |
1-082 |
1.0% |
0-092 |
0.2% |
16% |
False |
True |
774,910 |
20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-096 |
0.2% |
16% |
False |
True |
791,023 |
40 |
124-302 |
122-275 |
2-028 |
1.7% |
0-097 |
0.2% |
49% |
False |
False |
858,588 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-087 |
0.2% |
49% |
False |
False |
854,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-144 |
2.618 |
124-289 |
1.618 |
124-181 |
1.000 |
124-115 |
0.618 |
124-074 |
HIGH |
124-008 |
0.618 |
123-286 |
0.500 |
123-274 |
0.382 |
123-261 |
LOW |
123-220 |
0.618 |
123-154 |
1.000 |
123-112 |
1.618 |
123-046 |
2.618 |
122-259 |
4.250 |
122-083 |
|
|
Fisher Pivots for day following 11-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
123-280 |
123-309 |
PP |
123-277 |
123-300 |
S1 |
123-274 |
123-291 |
|