ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 18-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
124-045 |
124-032 |
-0-012 |
0.0% |
124-028 |
High |
124-105 |
124-052 |
-0-052 |
-0.1% |
124-078 |
Low |
124-022 |
123-298 |
-0-045 |
-0.1% |
123-220 |
Close |
124-042 |
124-025 |
-0-018 |
0.0% |
124-002 |
Range |
0-082 |
0-075 |
-0-008 |
-9.1% |
0-178 |
ATR |
0-092 |
0-091 |
-0-001 |
-1.3% |
0-000 |
Volume |
720,932 |
873,880 |
152,948 |
21.2% |
3,481,702 |
|
Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-243 |
124-209 |
124-066 |
|
R3 |
124-168 |
124-134 |
124-046 |
|
R2 |
124-093 |
124-093 |
124-039 |
|
R1 |
124-059 |
124-059 |
124-032 |
124-039 |
PP |
124-018 |
124-018 |
124-018 |
124-008 |
S1 |
123-304 |
123-304 |
124-018 |
123-284 |
S2 |
123-263 |
123-263 |
124-011 |
|
S3 |
123-188 |
123-229 |
124-004 |
|
S4 |
123-113 |
123-154 |
123-304 |
|
|
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 |
123-252 |
0-172 |
0.4% |
0-078 |
0.2% |
54% |
False |
False |
681,197 |
10 |
124-185 |
123-220 |
0-285 |
0.7% |
0-086 |
0.2% |
44% |
False |
False |
740,102 |
20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-086 |
0.2% |
31% |
False |
False |
731,845 |
40 |
124-302 |
123-050 |
1-252 |
1.4% |
0-088 |
0.2% |
52% |
False |
False |
780,421 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-088 |
0.2% |
58% |
False |
False |
872,527 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-085 |
0.2% |
58% |
False |
False |
684,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-051 |
2.618 |
124-249 |
1.618 |
124-174 |
1.000 |
124-128 |
0.618 |
124-099 |
HIGH |
124-052 |
0.618 |
124-024 |
0.500 |
124-015 |
0.382 |
124-006 |
LOW |
123-298 |
0.618 |
123-251 |
1.000 |
123-222 |
1.618 |
123-176 |
2.618 |
123-101 |
4.250 |
122-299 |
|
|
Fisher Pivots for day following 18-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
124-022 |
124-041 |
PP |
124-018 |
124-036 |
S1 |
124-015 |
124-030 |
|