ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
123-265 |
124-032 |
0-088 |
0.2% |
124-028 |
| High |
124-028 |
124-100 |
0-072 |
0.2% |
124-078 |
| Low |
123-258 |
124-020 |
0-082 |
0.2% |
123-220 |
| Close |
124-002 |
124-065 |
0-062 |
0.2% |
124-002 |
| Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
0-178 |
| ATR |
0-092 |
0-093 |
0-000 |
0.4% |
0-000 |
| Volume |
585,164 |
708,692 |
123,528 |
21.1% |
3,481,702 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-302 |
124-263 |
124-109 |
|
| R3 |
124-222 |
124-183 |
124-087 |
|
| R2 |
124-142 |
124-142 |
124-080 |
|
| R1 |
124-103 |
124-103 |
124-072 |
124-122 |
| PP |
124-062 |
124-062 |
124-062 |
124-071 |
| S1 |
124-023 |
124-023 |
124-058 |
124-042 |
| S2 |
123-302 |
123-302 |
124-050 |
|
| S3 |
123-222 |
123-263 |
124-043 |
|
| S4 |
123-142 |
123-183 |
124-021 |
|
|
| 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 |
124-100 |
123-220 |
0-200 |
0.5% |
0-083 |
0.2% |
83% |
True |
False |
700,405 |
| 10 |
124-302 |
123-220 |
1-082 |
1.0% |
0-092 |
0.2% |
41% |
False |
False |
718,001 |
| 20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-091 |
0.2% |
41% |
False |
False |
754,013 |
| 40 |
124-302 |
123-030 |
1-272 |
1.5% |
0-089 |
0.2% |
60% |
False |
False |
786,917 |
| 60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-087 |
0.2% |
64% |
False |
False |
876,899 |
| 80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-084 |
0.2% |
64% |
False |
False |
664,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-120 |
|
2.618 |
124-309 |
|
1.618 |
124-229 |
|
1.000 |
124-180 |
|
0.618 |
124-149 |
|
HIGH |
124-100 |
|
0.618 |
124-069 |
|
0.500 |
124-060 |
|
0.382 |
124-051 |
|
LOW |
124-020 |
|
0.618 |
123-291 |
|
1.000 |
123-260 |
|
1.618 |
123-211 |
|
2.618 |
123-131 |
|
4.250 |
123-000 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-063 |
124-049 |
| PP |
124-062 |
124-032 |
| S1 |
124-060 |
124-016 |
|