ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 27-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
123-278 |
123-248 |
-0-030 |
-0.1% |
124-008 |
High |
123-285 |
124-022 |
0-058 |
0.1% |
124-038 |
Low |
123-230 |
123-228 |
-0-002 |
0.0% |
123-228 |
Close |
123-260 |
124-010 |
0-070 |
0.2% |
124-010 |
Range |
0-055 |
0-115 |
0-060 |
109.1% |
0-130 |
ATR |
0-079 |
0-082 |
0-003 |
3.2% |
0-000 |
Volume |
2,205,757 |
1,189,720 |
-1,016,037 |
-46.1% |
8,615,367 |
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-005 |
124-282 |
124-073 |
|
R3 |
124-210 |
124-168 |
124-042 |
|
R2 |
124-095 |
124-095 |
124-031 |
|
R1 |
124-052 |
124-052 |
124-021 |
124-074 |
PP |
123-300 |
123-300 |
123-300 |
123-311 |
S1 |
123-258 |
123-258 |
123-319 |
123-279 |
S2 |
123-185 |
123-185 |
123-309 |
|
S3 |
123-070 |
123-142 |
123-298 |
|
S4 |
122-275 |
123-028 |
123-267 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-055 |
125-002 |
124-082 |
|
R3 |
124-245 |
124-192 |
124-046 |
|
R2 |
124-115 |
124-115 |
124-034 |
|
R1 |
124-062 |
124-062 |
124-022 |
124-089 |
PP |
123-305 |
123-305 |
123-305 |
123-318 |
S1 |
123-252 |
123-252 |
123-318 |
123-279 |
S2 |
123-175 |
123-175 |
123-306 |
|
S3 |
123-045 |
123-122 |
123-294 |
|
S4 |
122-235 |
122-312 |
123-258 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-038 |
123-228 |
0-130 |
0.3% |
0-070 |
0.2% |
79% |
False |
True |
1,723,073 |
10 |
124-105 |
123-228 |
0-198 |
0.5% |
0-071 |
0.2% |
52% |
False |
True |
1,221,277 |
20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-082 |
0.2% |
27% |
False |
False |
969,439 |
40 |
124-302 |
123-050 |
1-252 |
1.4% |
0-090 |
0.2% |
49% |
False |
False |
902,717 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-089 |
0.2% |
56% |
False |
False |
894,663 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-084 |
0.2% |
56% |
False |
False |
808,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-191 |
2.618 |
125-004 |
1.618 |
124-209 |
1.000 |
124-138 |
0.618 |
124-094 |
HIGH |
124-022 |
0.618 |
123-299 |
0.500 |
123-285 |
0.382 |
123-271 |
LOW |
123-228 |
0.618 |
123-156 |
1.000 |
123-112 |
1.618 |
123-041 |
2.618 |
122-246 |
4.250 |
122-059 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
123-315 |
123-315 |
PP |
123-300 |
123-300 |
S1 |
123-285 |
123-285 |
|