ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 12-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
123-255 |
123-290 |
0-035 |
0.1% |
124-158 |
High |
124-008 |
123-312 |
-0-015 |
0.0% |
124-302 |
Low |
123-220 |
123-252 |
0-032 |
0.1% |
124-022 |
Close |
123-282 |
123-255 |
-0-028 |
-0.1% |
124-040 |
Range |
0-108 |
0-060 |
-0-048 |
-44.2% |
0-280 |
ATR |
0-095 |
0-092 |
-0-002 |
-2.6% |
0-000 |
Volume |
981,265 |
517,320 |
-463,945 |
-47.3% |
3,694,316 |
|
Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-133 |
124-094 |
123-288 |
|
R3 |
124-073 |
124-034 |
123-272 |
|
R2 |
124-013 |
124-013 |
123-266 |
|
R1 |
123-294 |
123-294 |
123-260 |
123-284 |
PP |
123-273 |
123-273 |
123-273 |
123-268 |
S1 |
123-234 |
123-234 |
123-250 |
123-224 |
S2 |
123-213 |
123-213 |
123-244 |
|
S3 |
123-153 |
123-174 |
123-238 |
|
S4 |
123-093 |
123-114 |
123-222 |
|
|
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 |
124-105 |
123-220 |
0-205 |
0.5% |
0-086 |
0.2% |
17% |
False |
False |
744,104 |
10 |
124-302 |
123-220 |
1-082 |
1.0% |
0-092 |
0.2% |
9% |
False |
False |
757,567 |
20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-096 |
0.2% |
9% |
False |
False |
779,314 |
40 |
124-302 |
122-275 |
2-028 |
1.7% |
0-092 |
0.2% |
45% |
False |
False |
833,828 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-088 |
0.2% |
45% |
False |
False |
861,950 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-083 |
0.2% |
45% |
False |
False |
648,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-248 |
2.618 |
124-150 |
1.618 |
124-090 |
1.000 |
124-052 |
0.618 |
124-030 |
HIGH |
123-312 |
0.618 |
123-290 |
0.500 |
123-282 |
0.382 |
123-275 |
LOW |
123-252 |
0.618 |
123-215 |
1.000 |
123-192 |
1.618 |
123-155 |
2.618 |
123-095 |
4.250 |
122-318 |
|
|
Fisher Pivots for day following 12-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
123-282 |
123-274 |
PP |
123-273 |
123-268 |
S1 |
123-264 |
123-261 |
|