ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 20-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
124-028 |
124-030 |
0-002 |
0.0% |
124-032 |
High |
124-082 |
124-055 |
-0-028 |
-0.1% |
124-105 |
Low |
124-020 |
123-315 |
-0-025 |
-0.1% |
123-298 |
Close |
124-035 |
124-008 |
-0-028 |
-0.1% |
124-008 |
Range |
0-062 |
0-060 |
-0-002 |
-4.0% |
0-128 |
ATR |
0-089 |
0-087 |
-0-002 |
-2.3% |
0-000 |
Volume |
759,147 |
534,756 |
-224,391 |
-29.6% |
3,597,407 |
|
Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-199 |
124-163 |
124-040 |
|
R3 |
124-139 |
124-103 |
124-024 |
|
R2 |
124-079 |
124-079 |
124-018 |
|
R1 |
124-043 |
124-043 |
124-013 |
124-031 |
PP |
124-019 |
124-019 |
124-019 |
124-013 |
S1 |
123-303 |
123-303 |
124-002 |
123-291 |
S2 |
123-279 |
123-279 |
123-316 |
|
S3 |
123-219 |
123-243 |
123-311 |
|
S4 |
123-159 |
123-183 |
123-294 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-092 |
125-018 |
124-078 |
|
R3 |
124-285 |
124-210 |
124-043 |
|
R2 |
124-158 |
124-158 |
124-031 |
|
R1 |
124-082 |
124-082 |
124-019 |
124-056 |
PP |
124-030 |
124-030 |
124-030 |
124-017 |
S1 |
123-275 |
123-275 |
123-316 |
123-249 |
S2 |
123-222 |
123-222 |
123-304 |
|
S3 |
123-095 |
123-148 |
123-292 |
|
S4 |
122-288 |
123-020 |
123-257 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-105 |
123-298 |
0-128 |
0.3% |
0-072 |
0.2% |
24% |
False |
False |
719,481 |
10 |
124-105 |
123-220 |
0-205 |
0.5% |
0-080 |
0.2% |
52% |
False |
False |
707,910 |
20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-084 |
0.2% |
27% |
False |
False |
734,838 |
40 |
124-302 |
123-050 |
1-252 |
1.4% |
0-088 |
0.2% |
48% |
False |
False |
773,045 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-089 |
0.2% |
56% |
False |
False |
816,221 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-084 |
0.2% |
56% |
False |
False |
700,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-310 |
2.618 |
124-212 |
1.618 |
124-152 |
1.000 |
124-115 |
0.618 |
124-092 |
HIGH |
124-055 |
0.618 |
124-032 |
0.500 |
124-025 |
0.382 |
124-018 |
LOW |
123-315 |
0.618 |
123-278 |
1.000 |
123-255 |
1.618 |
123-218 |
2.618 |
123-158 |
4.250 |
123-060 |
|
|
Fisher Pivots for day following 20-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
124-025 |
124-030 |
PP |
124-019 |
124-022 |
S1 |
124-013 |
124-015 |
|