ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 13-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
124-048 |
124-015 |
-0-032 |
-0.1% |
124-048 |
High |
124-052 |
124-050 |
-0-002 |
0.0% |
124-070 |
Low |
123-312 |
123-318 |
0-005 |
0.0% |
123-310 |
Close |
124-015 |
124-030 |
0-015 |
0.0% |
124-015 |
Range |
0-060 |
0-052 |
-0-008 |
-12.5% |
0-080 |
ATR |
0-069 |
0-068 |
-0-001 |
-1.7% |
0-000 |
Volume |
25,325 |
4,213 |
-21,112 |
-83.4% |
75,773 |
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-183 |
124-159 |
124-059 |
|
R3 |
124-131 |
124-107 |
124-044 |
|
R2 |
124-078 |
124-078 |
124-040 |
|
R1 |
124-054 |
124-054 |
124-035 |
124-066 |
PP |
124-026 |
124-026 |
124-026 |
124-032 |
S1 |
124-002 |
124-002 |
124-025 |
124-014 |
S2 |
123-293 |
123-293 |
124-020 |
|
S3 |
123-241 |
123-269 |
124-016 |
|
S4 |
123-188 |
123-217 |
124-001 |
|
|
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 |
124-070 |
123-310 |
0-080 |
0.2% |
0-056 |
0.1% |
50% |
False |
False |
15,997 |
10 |
124-122 |
123-310 |
0-132 |
0.3% |
0-055 |
0.1% |
30% |
False |
False |
71,739 |
20 |
124-122 |
123-228 |
0-215 |
0.5% |
0-063 |
0.2% |
57% |
False |
False |
646,508 |
40 |
124-302 |
123-220 |
1-082 |
1.0% |
0-080 |
0.2% |
32% |
False |
False |
712,864 |
60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-083 |
0.2% |
59% |
False |
False |
753,448 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-081 |
0.2% |
59% |
False |
False |
813,877 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-080 |
0.2% |
59% |
False |
False |
654,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-273 |
2.618 |
124-187 |
1.618 |
124-135 |
1.000 |
124-102 |
0.618 |
124-082 |
HIGH |
124-050 |
0.618 |
124-030 |
0.500 |
124-024 |
0.382 |
124-018 |
LOW |
123-318 |
0.618 |
123-285 |
1.000 |
123-265 |
1.618 |
123-233 |
2.618 |
123-180 |
4.250 |
123-094 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
124-028 |
124-031 |
PP |
124-026 |
124-031 |
S1 |
124-024 |
124-030 |
|