ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 13-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
123-290 |
123-265 |
-0-025 |
-0.1% |
124-028 |
High |
123-312 |
124-028 |
0-035 |
0.1% |
124-078 |
Low |
123-252 |
123-258 |
0-005 |
0.0% |
123-220 |
Close |
123-255 |
124-002 |
0-068 |
0.2% |
124-002 |
Range |
0-060 |
0-090 |
0-030 |
50.0% |
0-178 |
ATR |
0-092 |
0-092 |
0-000 |
0.0% |
0-000 |
Volume |
517,320 |
585,164 |
67,844 |
13.1% |
3,481,702 |
|
Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-259 |
124-221 |
124-052 |
|
R3 |
124-169 |
124-131 |
124-027 |
|
R2 |
124-079 |
124-079 |
124-019 |
|
R1 |
124-041 |
124-041 |
124-011 |
124-060 |
PP |
123-309 |
123-309 |
123-309 |
123-319 |
S1 |
123-271 |
123-271 |
123-314 |
123-290 |
S2 |
123-219 |
123-219 |
123-306 |
|
S3 |
123-129 |
123-181 |
123-298 |
|
S4 |
123-039 |
123-091 |
123-273 |
|
|
Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-206 |
125-122 |
124-100 |
|
R3 |
125-028 |
124-264 |
124-051 |
|
R2 |
124-171 |
124-171 |
124-035 |
|
R1 |
124-087 |
124-087 |
124-019 |
124-040 |
PP |
123-313 |
123-313 |
123-313 |
123-290 |
S1 |
123-229 |
123-229 |
123-306 |
123-182 |
S2 |
123-136 |
123-136 |
123-290 |
|
S3 |
122-278 |
123-052 |
123-274 |
|
S4 |
122-101 |
122-194 |
123-225 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-078 |
123-220 |
0-178 |
0.4% |
0-087 |
0.2% |
58% |
False |
False |
696,340 |
10 |
124-302 |
123-220 |
1-082 |
1.0% |
0-094 |
0.2% |
25% |
False |
False |
717,601 |
20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-096 |
0.2% |
25% |
False |
False |
779,221 |
40 |
124-302 |
122-275 |
2-028 |
1.7% |
0-093 |
0.2% |
55% |
False |
False |
806,918 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-087 |
0.2% |
55% |
False |
False |
869,666 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-084 |
0.2% |
55% |
False |
False |
655,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-090 |
2.618 |
124-263 |
1.618 |
124-173 |
1.000 |
124-118 |
0.618 |
124-083 |
HIGH |
124-028 |
0.618 |
123-313 |
0.500 |
123-302 |
0.382 |
123-292 |
LOW |
123-258 |
0.618 |
123-202 |
1.000 |
123-168 |
1.618 |
123-112 |
2.618 |
123-022 |
4.250 |
122-195 |
|
|
Fisher Pivots for day following 13-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
123-316 |
123-310 |
PP |
123-309 |
123-297 |
S1 |
123-302 |
123-284 |
|