ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 24-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
124-008 |
124-030 |
0-022 |
0.1% |
124-032 |
High |
124-038 |
124-035 |
-0-002 |
0.0% |
124-105 |
Low |
123-298 |
123-308 |
0-010 |
0.0% |
123-298 |
Close |
124-030 |
123-318 |
-0-032 |
-0.1% |
124-008 |
Range |
0-060 |
0-048 |
-0-012 |
-20.8% |
0-128 |
ATR |
0-085 |
0-082 |
-0-003 |
-3.1% |
0-000 |
Volume |
1,027,796 |
1,264,350 |
236,554 |
23.0% |
3,597,407 |
|
Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-149 |
124-121 |
124-024 |
|
R3 |
124-102 |
124-073 |
124-011 |
|
R2 |
124-054 |
124-054 |
124-006 |
|
R1 |
124-026 |
124-026 |
124-002 |
124-016 |
PP |
124-007 |
124-007 |
124-007 |
124-002 |
S1 |
123-298 |
123-298 |
123-313 |
123-289 |
S2 |
123-279 |
123-279 |
123-309 |
|
S3 |
123-232 |
123-251 |
123-304 |
|
S4 |
123-184 |
123-203 |
123-291 |
|
|
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 |
124-082 |
123-298 |
0-105 |
0.3% |
0-061 |
0.2% |
19% |
False |
False |
891,985 |
10 |
124-105 |
123-220 |
0-205 |
0.5% |
0-072 |
0.2% |
48% |
False |
False |
797,330 |
20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-082 |
0.2% |
24% |
False |
False |
786,009 |
40 |
124-302 |
123-050 |
1-252 |
1.4% |
0-088 |
0.2% |
47% |
False |
False |
799,154 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-088 |
0.2% |
54% |
False |
False |
822,358 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-084 |
0.2% |
54% |
False |
False |
729,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-237 |
2.618 |
124-159 |
1.618 |
124-112 |
1.000 |
124-082 |
0.618 |
124-064 |
HIGH |
124-035 |
0.618 |
124-017 |
0.500 |
124-011 |
0.382 |
124-006 |
LOW |
123-308 |
0.618 |
123-278 |
1.000 |
123-260 |
1.618 |
123-231 |
2.618 |
123-183 |
4.250 |
123-106 |
|
|
Fisher Pivots for day following 24-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
124-011 |
124-016 |
PP |
124-007 |
124-010 |
S1 |
124-002 |
124-004 |
|