ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 10-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
124-018 |
124-048 |
0-030 |
0.1% |
124-048 |
High |
124-070 |
124-052 |
-0-018 |
0.0% |
124-070 |
Low |
124-002 |
123-312 |
-0-010 |
0.0% |
123-310 |
Close |
124-052 |
124-015 |
-0-038 |
-0.1% |
124-015 |
Range |
0-068 |
0-060 |
-0-008 |
-11.1% |
0-080 |
ATR |
0-070 |
0-069 |
-0-001 |
-1.0% |
0-000 |
Volume |
25,325 |
25,325 |
0 |
0.0% |
75,773 |
|
Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-200 |
124-168 |
124-048 |
|
R3 |
124-140 |
124-108 |
124-032 |
|
R2 |
124-080 |
124-080 |
124-026 |
|
R1 |
124-048 |
124-048 |
124-020 |
124-034 |
PP |
124-020 |
124-020 |
124-020 |
124-013 |
S1 |
123-308 |
123-308 |
124-010 |
123-294 |
S2 |
123-280 |
123-280 |
124-004 |
|
S3 |
123-220 |
123-248 |
123-318 |
|
S4 |
123-160 |
123-188 |
123-302 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-265 |
124-220 |
124-059 |
|
R3 |
124-185 |
124-140 |
124-037 |
|
R2 |
124-105 |
124-105 |
124-030 |
|
R1 |
124-060 |
124-060 |
124-022 |
124-042 |
PP |
124-025 |
124-025 |
124-025 |
124-016 |
S1 |
123-300 |
123-300 |
124-008 |
123-282 |
S2 |
123-265 |
123-265 |
124-000 |
|
S3 |
123-185 |
123-220 |
123-313 |
|
S4 |
123-105 |
123-140 |
123-291 |
|
|
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% |
0-062 |
0.2% |
19% |
False |
False |
17,836 |
10 |
124-122 |
123-228 |
0-215 |
0.5% |
0-061 |
0.2% |
50% |
False |
False |
190,290 |
20 |
124-122 |
123-228 |
0-215 |
0.5% |
0-065 |
0.2% |
50% |
False |
False |
675,556 |
40 |
124-302 |
123-220 |
1-082 |
1.0% |
0-080 |
0.2% |
29% |
False |
False |
727,435 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-083 |
0.2% |
57% |
False |
False |
781,071 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-082 |
0.2% |
57% |
False |
False |
815,351 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-079 |
0.2% |
57% |
False |
False |
654,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-308 |
2.618 |
124-210 |
1.618 |
124-150 |
1.000 |
124-112 |
0.618 |
124-090 |
HIGH |
124-052 |
0.618 |
124-030 |
0.500 |
124-022 |
0.382 |
124-015 |
LOW |
123-312 |
0.618 |
123-275 |
1.000 |
123-252 |
1.618 |
123-215 |
2.618 |
123-155 |
4.250 |
123-058 |
|
|
Fisher Pivots for day following 10-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
124-022 |
124-031 |
PP |
124-020 |
124-026 |
S1 |
124-018 |
124-020 |
|