ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 17-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
124-032 |
124-045 |
0-012 |
0.0% |
124-028 |
High |
124-100 |
124-105 |
0-005 |
0.0% |
124-078 |
Low |
124-020 |
124-022 |
0-002 |
0.0% |
123-220 |
Close |
124-065 |
124-042 |
-0-022 |
-0.1% |
124-002 |
Range |
0-080 |
0-082 |
0-002 |
3.1% |
0-178 |
ATR |
0-093 |
0-092 |
-0-001 |
-0.8% |
0-000 |
Volume |
708,692 |
720,932 |
12,240 |
1.7% |
3,481,702 |
|
Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-304 |
124-256 |
124-088 |
|
R3 |
124-222 |
124-173 |
124-065 |
|
R2 |
124-139 |
124-139 |
124-058 |
|
R1 |
124-091 |
124-091 |
124-050 |
124-074 |
PP |
124-057 |
124-057 |
124-057 |
124-048 |
S1 |
124-008 |
124-008 |
124-035 |
123-311 |
S2 |
123-294 |
123-294 |
124-027 |
|
S3 |
123-212 |
123-246 |
124-020 |
|
S4 |
123-129 |
123-163 |
123-317 |
|
|
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 |
124-105 |
123-220 |
0-205 |
0.5% |
0-084 |
0.2% |
70% |
True |
False |
702,674 |
10 |
124-302 |
123-220 |
1-082 |
1.0% |
0-094 |
0.2% |
35% |
False |
False |
742,400 |
20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-088 |
0.2% |
35% |
False |
False |
733,470 |
40 |
124-302 |
123-050 |
1-252 |
1.4% |
0-088 |
0.2% |
55% |
False |
False |
779,097 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-088 |
0.2% |
61% |
False |
False |
882,868 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-084 |
0.2% |
61% |
False |
False |
673,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-136 |
2.618 |
125-001 |
1.618 |
124-238 |
1.000 |
124-188 |
0.618 |
124-156 |
HIGH |
124-105 |
0.618 |
124-073 |
0.500 |
124-064 |
0.382 |
124-054 |
LOW |
124-022 |
0.618 |
123-292 |
1.000 |
123-260 |
1.618 |
123-209 |
2.618 |
123-127 |
4.250 |
122-312 |
|
|
Fisher Pivots for day following 17-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
124-064 |
124-035 |
PP |
124-057 |
124-028 |
S1 |
124-050 |
124-021 |
|