ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
124-032 |
124-028 |
-0-005 |
0.0% |
124-028 |
| High |
124-052 |
124-082 |
0-030 |
0.1% |
124-078 |
| Low |
123-298 |
124-020 |
0-042 |
0.1% |
123-220 |
| Close |
124-025 |
124-035 |
0-010 |
0.0% |
124-002 |
| Range |
0-075 |
0-062 |
-0-012 |
-16.7% |
0-178 |
| ATR |
0-091 |
0-089 |
-0-002 |
-2.2% |
0-000 |
| Volume |
873,880 |
759,147 |
-114,733 |
-13.1% |
3,481,702 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-233 |
124-197 |
124-069 |
|
| R3 |
124-171 |
124-134 |
124-052 |
|
| R2 |
124-108 |
124-108 |
124-046 |
|
| R1 |
124-072 |
124-072 |
124-041 |
124-090 |
| PP |
124-046 |
124-046 |
124-046 |
124-055 |
| S1 |
124-009 |
124-009 |
124-029 |
124-028 |
| S2 |
123-303 |
123-303 |
124-024 |
|
| S3 |
123-241 |
123-267 |
124-018 |
|
| S4 |
123-178 |
123-204 |
124-001 |
|
|
| 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 |
123-258 |
0-168 |
0.4% |
0-078 |
0.2% |
58% |
False |
False |
729,563 |
| 10 |
124-105 |
123-220 |
0-205 |
0.5% |
0-082 |
0.2% |
66% |
False |
False |
736,833 |
| 20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-084 |
0.2% |
34% |
False |
False |
734,024 |
| 40 |
124-302 |
123-050 |
1-252 |
1.4% |
0-088 |
0.2% |
53% |
False |
False |
777,784 |
| 60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-088 |
0.2% |
60% |
False |
False |
842,307 |
| 80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-085 |
0.2% |
60% |
False |
False |
694,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-028 |
|
2.618 |
124-246 |
|
1.618 |
124-184 |
|
1.000 |
124-145 |
|
0.618 |
124-121 |
|
HIGH |
124-082 |
|
0.618 |
124-059 |
|
0.500 |
124-051 |
|
0.382 |
124-044 |
|
LOW |
124-020 |
|
0.618 |
123-301 |
|
1.000 |
123-278 |
|
1.618 |
123-239 |
|
2.618 |
123-176 |
|
4.250 |
123-074 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-051 |
124-041 |
| PP |
124-046 |
124-039 |
| S1 |
124-040 |
124-037 |
|