ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 07-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
124-062 |
124-048 |
-0-015 |
0.0% |
124-012 |
High |
124-122 |
124-055 |
-0-068 |
-0.2% |
124-122 |
Low |
124-045 |
123-310 |
-0-055 |
-0.1% |
124-010 |
Close |
124-055 |
124-005 |
-0-050 |
-0.1% |
124-055 |
Range |
0-078 |
0-065 |
-0-012 |
-16.1% |
0-112 |
ATR |
0-073 |
0-073 |
-0-001 |
-0.8% |
0-000 |
Volume |
13,411 |
8,372 |
-5,039 |
-37.6% |
637,410 |
|
Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-212 |
124-173 |
124-041 |
|
R3 |
124-147 |
124-108 |
124-023 |
|
R2 |
124-082 |
124-082 |
124-017 |
|
R1 |
124-043 |
124-043 |
124-011 |
124-030 |
PP |
124-017 |
124-017 |
124-017 |
124-010 |
S1 |
123-298 |
123-298 |
123-319 |
123-285 |
S2 |
123-272 |
123-272 |
123-313 |
|
S3 |
123-207 |
123-233 |
123-307 |
|
S4 |
123-142 |
123-168 |
123-289 |
|
|
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 |
123-310 |
0-132 |
0.3% |
0-056 |
0.1% |
11% |
False |
True |
36,171 |
10 |
124-122 |
123-228 |
0-215 |
0.5% |
0-062 |
0.2% |
45% |
False |
False |
823,335 |
20 |
124-122 |
123-220 |
0-222 |
0.6% |
0-069 |
0.2% |
47% |
False |
False |
782,594 |
40 |
124-302 |
123-178 |
1-125 |
1.1% |
0-084 |
0.2% |
33% |
False |
False |
791,868 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-086 |
0.2% |
55% |
False |
False |
825,271 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-082 |
0.2% |
55% |
False |
False |
815,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-011 |
2.618 |
124-225 |
1.618 |
124-160 |
1.000 |
124-120 |
0.618 |
124-095 |
HIGH |
124-055 |
0.618 |
124-030 |
0.500 |
124-022 |
0.382 |
124-015 |
LOW |
123-310 |
0.618 |
123-270 |
1.000 |
123-245 |
1.618 |
123-205 |
2.618 |
123-140 |
4.250 |
123-034 |
|
|
Fisher Pivots for day following 07-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
124-022 |
124-056 |
PP |
124-017 |
124-039 |
S1 |
124-011 |
124-022 |
|