ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 23-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
124-030 |
124-008 |
-0-022 |
-0.1% |
124-032 |
High |
124-055 |
124-038 |
-0-018 |
0.0% |
124-105 |
Low |
123-315 |
123-298 |
-0-018 |
0.0% |
123-298 |
Close |
124-008 |
124-030 |
0-022 |
0.1% |
124-008 |
Range |
0-060 |
0-060 |
0-000 |
0.0% |
0-128 |
ATR |
0-087 |
0-085 |
-0-002 |
-2.2% |
0-000 |
Volume |
534,756 |
1,027,796 |
493,040 |
92.2% |
3,597,407 |
|
Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-195 |
124-172 |
124-063 |
|
R3 |
124-135 |
124-112 |
124-046 |
|
R2 |
124-075 |
124-075 |
124-041 |
|
R1 |
124-052 |
124-052 |
124-036 |
124-064 |
PP |
124-015 |
124-015 |
124-015 |
124-021 |
S1 |
123-312 |
123-312 |
124-024 |
124-004 |
S2 |
123-275 |
123-275 |
124-019 |
|
S3 |
123-215 |
123-252 |
124-014 |
|
S4 |
123-155 |
123-192 |
123-317 |
|
|
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% |
0-068 |
0.2% |
41% |
False |
True |
783,302 |
10 |
124-105 |
123-220 |
0-205 |
0.5% |
0-076 |
0.2% |
63% |
False |
False |
741,853 |
20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-083 |
0.2% |
32% |
False |
False |
757,946 |
40 |
124-302 |
123-050 |
1-252 |
1.4% |
0-088 |
0.2% |
52% |
False |
False |
780,252 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-089 |
0.2% |
59% |
False |
False |
816,623 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-084 |
0.2% |
59% |
False |
False |
713,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-292 |
2.618 |
124-195 |
1.618 |
124-135 |
1.000 |
124-098 |
0.618 |
124-075 |
HIGH |
124-038 |
0.618 |
124-015 |
0.500 |
124-008 |
0.382 |
124-000 |
LOW |
123-298 |
0.618 |
123-260 |
1.000 |
123-238 |
1.618 |
123-200 |
2.618 |
123-140 |
4.250 |
123-042 |
|
|
Fisher Pivots for day following 23-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
124-022 |
124-030 |
PP |
124-015 |
124-030 |
S1 |
124-008 |
124-030 |
|