ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 25-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
124-030 |
123-312 |
-0-038 |
-0.1% |
124-032 |
High |
124-035 |
124-010 |
-0-025 |
-0.1% |
124-105 |
Low |
123-308 |
123-258 |
-0-050 |
-0.1% |
123-298 |
Close |
123-318 |
123-278 |
-0-040 |
-0.1% |
124-008 |
Range |
0-048 |
0-072 |
0-025 |
52.6% |
0-128 |
ATR |
0-082 |
0-081 |
-0-001 |
-0.8% |
0-000 |
Volume |
1,264,350 |
2,927,744 |
1,663,394 |
131.6% |
3,597,407 |
|
Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-186 |
124-144 |
123-317 |
|
R3 |
124-113 |
124-072 |
123-297 |
|
R2 |
124-041 |
124-041 |
123-291 |
|
R1 |
123-319 |
123-319 |
123-284 |
123-304 |
PP |
123-288 |
123-288 |
123-288 |
123-281 |
S1 |
123-247 |
123-247 |
123-271 |
123-231 |
S2 |
123-216 |
123-216 |
123-264 |
|
S3 |
123-143 |
123-174 |
123-258 |
|
S4 |
123-071 |
123-102 |
123-238 |
|
|
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 |
123-258 |
0-145 |
0.4% |
0-060 |
0.2% |
14% |
False |
True |
1,302,758 |
10 |
124-105 |
123-252 |
0-172 |
0.4% |
0-069 |
0.2% |
14% |
False |
False |
991,978 |
20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-081 |
0.2% |
14% |
False |
False |
883,444 |
40 |
124-302 |
123-050 |
1-252 |
1.4% |
0-088 |
0.2% |
40% |
False |
False |
857,333 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-089 |
0.2% |
48% |
False |
False |
859,035 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-084 |
0.2% |
48% |
False |
False |
766,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-318 |
2.618 |
124-200 |
1.618 |
124-127 |
1.000 |
124-082 |
0.618 |
124-055 |
HIGH |
124-010 |
0.618 |
123-302 |
0.500 |
123-294 |
0.382 |
123-285 |
LOW |
123-258 |
0.618 |
123-213 |
1.000 |
123-185 |
1.618 |
123-140 |
2.618 |
123-068 |
4.250 |
122-269 |
|
|
Fisher Pivots for day following 25-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
123-294 |
123-308 |
PP |
123-288 |
123-298 |
S1 |
123-283 |
123-288 |
|