ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
123-248 |
124-012 |
0-085 |
0.2% |
124-008 |
| High |
124-022 |
124-065 |
0-042 |
0.1% |
124-038 |
| Low |
123-228 |
124-010 |
0-102 |
0.3% |
123-228 |
| Close |
124-010 |
124-058 |
0-048 |
0.1% |
124-010 |
| Range |
0-115 |
0-055 |
-0-060 |
-52.2% |
0-130 |
| ATR |
0-082 |
0-080 |
-0-002 |
-2.4% |
0-000 |
| Volume |
1,189,720 |
464,927 |
-724,793 |
-60.9% |
8,615,367 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-209 |
124-188 |
124-088 |
|
| R3 |
124-154 |
124-133 |
124-073 |
|
| R2 |
124-099 |
124-099 |
124-068 |
|
| R1 |
124-078 |
124-078 |
124-063 |
124-089 |
| PP |
124-044 |
124-044 |
124-044 |
124-049 |
| S1 |
124-023 |
124-023 |
124-052 |
124-034 |
| S2 |
123-309 |
123-309 |
124-047 |
|
| S3 |
123-254 |
123-288 |
124-042 |
|
| S4 |
123-199 |
123-233 |
124-027 |
|
|
| 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 |
124-065 |
123-228 |
0-158 |
0.4% |
0-069 |
0.2% |
95% |
True |
False |
1,610,499 |
| 10 |
124-105 |
123-228 |
0-198 |
0.5% |
0-068 |
0.2% |
76% |
False |
False |
1,196,900 |
| 20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-080 |
0.2% |
39% |
False |
False |
957,451 |
| 40 |
124-302 |
123-145 |
1-158 |
1.2% |
0-088 |
0.2% |
49% |
False |
False |
894,114 |
| 60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-088 |
0.2% |
63% |
False |
False |
885,149 |
| 80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-084 |
0.2% |
63% |
False |
False |
814,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-299 |
|
2.618 |
124-209 |
|
1.618 |
124-154 |
|
1.000 |
124-120 |
|
0.618 |
124-099 |
|
HIGH |
124-065 |
|
0.618 |
124-044 |
|
0.500 |
124-038 |
|
0.382 |
124-031 |
|
LOW |
124-010 |
|
0.618 |
123-296 |
|
1.000 |
123-275 |
|
1.618 |
123-241 |
|
2.618 |
123-186 |
|
4.250 |
123-096 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-051 |
124-034 |
| PP |
124-044 |
124-010 |
| S1 |
124-038 |
123-306 |
|