ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 09-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
124-002 |
124-018 |
0-015 |
0.0% |
124-012 |
High |
124-030 |
124-070 |
0-040 |
0.1% |
124-122 |
Low |
123-312 |
124-002 |
0-010 |
0.0% |
124-010 |
Close |
124-022 |
124-052 |
0-030 |
0.1% |
124-055 |
Range |
0-038 |
0-068 |
0-030 |
80.0% |
0-112 |
ATR |
0-070 |
0-070 |
0-000 |
-0.3% |
0-000 |
Volume |
16,751 |
25,325 |
8,574 |
51.2% |
637,410 |
|
Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-244 |
124-216 |
124-090 |
|
R3 |
124-177 |
124-148 |
124-071 |
|
R2 |
124-109 |
124-109 |
124-065 |
|
R1 |
124-081 |
124-081 |
124-059 |
124-095 |
PP |
124-042 |
124-042 |
124-042 |
124-049 |
S1 |
124-013 |
124-013 |
124-046 |
124-028 |
S2 |
123-294 |
123-294 |
124-040 |
|
S3 |
123-227 |
123-266 |
124-034 |
|
S4 |
123-159 |
123-198 |
124-015 |
|
|
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% |
47% |
False |
False |
14,267 |
10 |
124-122 |
123-228 |
0-215 |
0.5% |
0-061 |
0.2% |
67% |
False |
False |
408,333 |
20 |
124-122 |
123-228 |
0-215 |
0.5% |
0-065 |
0.2% |
67% |
False |
False |
700,155 |
40 |
124-302 |
123-220 |
1-082 |
1.0% |
0-080 |
0.2% |
38% |
False |
False |
745,589 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-086 |
0.2% |
63% |
False |
False |
805,777 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-082 |
0.2% |
63% |
False |
False |
816,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-037 |
2.618 |
124-247 |
1.618 |
124-179 |
1.000 |
124-138 |
0.618 |
124-112 |
HIGH |
124-070 |
0.618 |
124-044 |
0.500 |
124-036 |
0.382 |
124-028 |
LOW |
124-002 |
0.618 |
123-281 |
1.000 |
123-255 |
1.618 |
123-213 |
2.618 |
123-146 |
4.250 |
123-036 |
|
|
Fisher Pivots for day following 09-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
124-047 |
124-045 |
PP |
124-042 |
124-038 |
S1 |
124-036 |
124-030 |
|