ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 02-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
124-052 |
124-052 |
0-000 |
0.0% |
124-008 |
| High |
124-082 |
124-082 |
0-000 |
0.0% |
124-038 |
| Low |
124-022 |
124-050 |
0-028 |
0.1% |
123-228 |
| Close |
124-050 |
124-060 |
0-010 |
0.0% |
124-010 |
| Range |
0-060 |
0-032 |
-0-028 |
-45.8% |
0-130 |
| ATR |
0-076 |
0-073 |
-0-003 |
-4.1% |
0-000 |
| Volume |
46,408 |
7,476 |
-38,932 |
-83.9% |
8,615,367 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-162 |
124-143 |
124-078 |
|
| R3 |
124-129 |
124-111 |
124-069 |
|
| R2 |
124-097 |
124-097 |
124-066 |
|
| R1 |
124-078 |
124-078 |
124-063 |
124-088 |
| PP |
124-064 |
124-064 |
124-064 |
124-069 |
| S1 |
124-046 |
124-046 |
124-057 |
124-055 |
| S2 |
124-032 |
124-032 |
124-054 |
|
| S3 |
123-319 |
124-013 |
124-051 |
|
| S4 |
123-287 |
123-301 |
124-042 |
|
|
| 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 |
124-082 |
123-228 |
0-175 |
0.4% |
0-061 |
0.2% |
87% |
True |
False |
362,743 |
| 10 |
124-082 |
123-228 |
0-175 |
0.4% |
0-060 |
0.2% |
87% |
True |
False |
977,412 |
| 20 |
124-105 |
123-220 |
0-205 |
0.5% |
0-071 |
0.2% |
78% |
False |
False |
857,122 |
| 40 |
124-302 |
123-178 |
1-125 |
1.1% |
0-084 |
0.2% |
46% |
False |
False |
824,413 |
| 60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-087 |
0.2% |
64% |
False |
False |
855,332 |
| 80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-083 |
0.2% |
64% |
False |
False |
815,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-221 |
|
2.618 |
124-168 |
|
1.618 |
124-135 |
|
1.000 |
124-115 |
|
0.618 |
124-103 |
|
HIGH |
124-082 |
|
0.618 |
124-070 |
|
0.500 |
124-066 |
|
0.382 |
124-062 |
|
LOW |
124-050 |
|
0.618 |
124-030 |
|
1.000 |
124-018 |
|
1.618 |
123-317 |
|
2.618 |
123-285 |
|
4.250 |
123-232 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-066 |
124-058 |
| PP |
124-064 |
124-055 |
| S1 |
124-062 |
124-052 |
|