ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 26-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
123-312 |
123-278 |
-0-035 |
-0.1% |
124-032 |
High |
124-010 |
123-285 |
-0-045 |
-0.1% |
124-105 |
Low |
123-258 |
123-230 |
-0-028 |
-0.1% |
123-298 |
Close |
123-278 |
123-260 |
-0-018 |
0.0% |
124-008 |
Range |
0-072 |
0-055 |
-0-018 |
-24.1% |
0-128 |
ATR |
0-081 |
0-079 |
-0-002 |
-2.3% |
0-000 |
Volume |
2,927,744 |
2,205,757 |
-721,987 |
-24.7% |
3,597,407 |
|
Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-103 |
124-077 |
123-290 |
|
R3 |
124-048 |
124-022 |
123-275 |
|
R2 |
123-313 |
123-313 |
123-270 |
|
R1 |
123-287 |
123-287 |
123-265 |
123-272 |
PP |
123-258 |
123-258 |
123-258 |
123-251 |
S1 |
123-232 |
123-232 |
123-255 |
123-218 |
S2 |
123-203 |
123-203 |
123-250 |
|
S3 |
123-148 |
123-177 |
123-245 |
|
S4 |
123-093 |
123-122 |
123-230 |
|
|
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 |
124-055 |
123-230 |
0-145 |
0.4% |
0-059 |
0.1% |
21% |
False |
True |
1,592,080 |
10 |
124-105 |
123-230 |
0-195 |
0.5% |
0-068 |
0.2% |
15% |
False |
True |
1,160,821 |
20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-080 |
0.2% |
10% |
False |
False |
959,194 |
40 |
124-302 |
123-050 |
1-252 |
1.4% |
0-089 |
0.2% |
37% |
False |
False |
888,960 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-089 |
0.2% |
46% |
False |
False |
886,725 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-083 |
0.2% |
46% |
False |
False |
793,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-199 |
2.618 |
124-109 |
1.618 |
124-054 |
1.000 |
124-020 |
0.618 |
123-319 |
HIGH |
123-285 |
0.618 |
123-264 |
0.500 |
123-258 |
0.382 |
123-251 |
LOW |
123-230 |
0.618 |
123-196 |
1.000 |
123-175 |
1.618 |
123-141 |
2.618 |
123-086 |
4.250 |
122-316 |
|
|
Fisher Pivots for day following 26-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
123-259 |
123-292 |
PP |
123-258 |
123-282 |
S1 |
123-258 |
123-271 |
|