ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
124-052 |
124-062 |
0-010 |
0.0% |
124-012 |
| High |
124-082 |
124-122 |
0-040 |
0.1% |
124-122 |
| Low |
124-050 |
124-045 |
-0-005 |
0.0% |
124-010 |
| Close |
124-060 |
124-055 |
-0-005 |
0.0% |
124-055 |
| Range |
0-032 |
0-078 |
0-045 |
138.5% |
0-112 |
| ATR |
0-073 |
0-073 |
0-000 |
0.4% |
0-000 |
| Volume |
7,476 |
13,411 |
5,935 |
79.4% |
637,410 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-307 |
124-258 |
124-098 |
|
| R3 |
124-229 |
124-181 |
124-076 |
|
| R2 |
124-152 |
124-152 |
124-069 |
|
| R1 |
124-103 |
124-103 |
124-062 |
124-089 |
| PP |
124-074 |
124-074 |
124-074 |
124-067 |
| S1 |
124-026 |
124-026 |
124-048 |
124-011 |
| S2 |
123-317 |
123-317 |
124-041 |
|
| S3 |
123-239 |
123-268 |
124-034 |
|
| S4 |
123-162 |
123-191 |
124-012 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-080 |
125-020 |
124-117 |
|
| R3 |
124-288 |
124-228 |
124-086 |
|
| R2 |
124-175 |
124-175 |
124-076 |
|
| R1 |
124-115 |
124-115 |
124-065 |
124-145 |
| PP |
124-062 |
124-062 |
124-062 |
124-078 |
| S1 |
124-002 |
124-002 |
124-045 |
124-032 |
| S2 |
123-270 |
123-270 |
124-034 |
|
| S3 |
123-158 |
123-210 |
124-024 |
|
| S4 |
123-045 |
123-098 |
123-313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-122 |
124-010 |
0-112 |
0.3% |
0-054 |
0.1% |
40% |
True |
False |
127,482 |
| 10 |
124-122 |
123-228 |
0-215 |
0.5% |
0-062 |
0.2% |
69% |
True |
False |
925,277 |
| 20 |
124-122 |
123-220 |
0-222 |
0.6% |
0-071 |
0.2% |
70% |
True |
False |
816,594 |
| 40 |
124-302 |
123-178 |
1-125 |
1.1% |
0-084 |
0.2% |
44% |
False |
False |
807,527 |
| 60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-086 |
0.2% |
63% |
False |
False |
837,386 |
| 80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-082 |
0.2% |
63% |
False |
False |
815,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-132 |
|
2.618 |
125-005 |
|
1.618 |
124-248 |
|
1.000 |
124-200 |
|
0.618 |
124-170 |
|
HIGH |
124-122 |
|
0.618 |
124-093 |
|
0.500 |
124-084 |
|
0.382 |
124-075 |
|
LOW |
124-045 |
|
0.618 |
123-317 |
|
1.000 |
123-288 |
|
1.618 |
123-240 |
|
2.618 |
123-162 |
|
4.250 |
123-036 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-084 |
124-072 |
| PP |
124-074 |
124-067 |
| S1 |
124-065 |
124-061 |
|