ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 14-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
124-015 |
124-018 |
0-002 |
0.0% |
124-048 |
High |
124-050 |
124-080 |
0-030 |
0.1% |
124-070 |
Low |
123-318 |
124-000 |
0-002 |
0.0% |
123-310 |
Close |
124-030 |
124-060 |
0-030 |
0.1% |
124-015 |
Range |
0-052 |
0-080 |
0-028 |
52.4% |
0-080 |
ATR |
0-068 |
0-069 |
0-001 |
1.2% |
0-000 |
Volume |
4,213 |
3,926 |
-287 |
-6.8% |
75,773 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-287 |
124-253 |
124-104 |
|
R3 |
124-207 |
124-173 |
124-082 |
|
R2 |
124-127 |
124-127 |
124-075 |
|
R1 |
124-093 |
124-093 |
124-067 |
124-110 |
PP |
124-047 |
124-047 |
124-047 |
124-055 |
S1 |
124-013 |
124-013 |
124-053 |
124-030 |
S2 |
123-287 |
123-287 |
124-045 |
|
S3 |
123-207 |
123-253 |
124-038 |
|
S4 |
123-127 |
123-173 |
124-016 |
|
|
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 |
124-080 |
123-312 |
0-088 |
0.2% |
0-060 |
0.1% |
77% |
True |
False |
15,108 |
10 |
124-122 |
123-310 |
0-132 |
0.3% |
0-058 |
0.1% |
53% |
False |
False |
25,639 |
20 |
124-122 |
123-228 |
0-215 |
0.5% |
0-063 |
0.2% |
71% |
False |
False |
611,270 |
40 |
124-302 |
123-220 |
1-082 |
1.0% |
0-077 |
0.2% |
40% |
False |
False |
682,641 |
60 |
124-302 |
123-030 |
1-272 |
1.5% |
0-081 |
0.2% |
59% |
False |
False |
728,368 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-081 |
0.2% |
64% |
False |
False |
810,492 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-080 |
0.2% |
64% |
False |
False |
654,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-100 |
2.618 |
124-289 |
1.618 |
124-209 |
1.000 |
124-160 |
0.618 |
124-129 |
HIGH |
124-080 |
0.618 |
124-049 |
0.500 |
124-040 |
0.382 |
124-031 |
LOW |
124-000 |
0.618 |
123-271 |
1.000 |
123-240 |
1.618 |
123-191 |
2.618 |
123-111 |
4.250 |
122-300 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
124-053 |
124-052 |
PP |
124-047 |
124-044 |
S1 |
124-040 |
124-036 |
|