ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 15-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
124-018 |
124-058 |
0-040 |
0.1% |
124-048 |
High |
124-080 |
124-065 |
-0-015 |
0.0% |
124-070 |
Low |
124-000 |
124-018 |
0-018 |
0.0% |
123-310 |
Close |
124-060 |
124-030 |
-0-030 |
-0.1% |
124-015 |
Range |
0-080 |
0-048 |
-0-032 |
-40.6% |
0-080 |
ATR |
0-069 |
0-067 |
-0-002 |
-2.2% |
0-000 |
Volume |
3,926 |
11,656 |
7,730 |
196.9% |
75,773 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-180 |
124-152 |
124-056 |
|
R3 |
124-132 |
124-105 |
124-043 |
|
R2 |
124-085 |
124-085 |
124-039 |
|
R1 |
124-058 |
124-058 |
124-034 |
124-048 |
PP |
124-038 |
124-038 |
124-038 |
124-032 |
S1 |
124-010 |
124-010 |
124-026 |
124-000 |
S2 |
123-310 |
123-310 |
124-021 |
|
S3 |
123-262 |
123-282 |
124-017 |
|
S4 |
123-215 |
123-235 |
124-004 |
|
|
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% |
0-062 |
0.2% |
43% |
False |
False |
14,089 |
10 |
124-122 |
123-310 |
0-132 |
0.3% |
0-058 |
0.1% |
30% |
False |
False |
16,286 |
20 |
124-122 |
123-228 |
0-215 |
0.5% |
0-061 |
0.2% |
57% |
False |
False |
575,806 |
40 |
124-302 |
123-220 |
1-082 |
1.0% |
0-075 |
0.2% |
32% |
False |
False |
654,638 |
60 |
124-302 |
123-050 |
1-252 |
1.4% |
0-079 |
0.2% |
52% |
False |
False |
711,333 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-081 |
0.2% |
59% |
False |
False |
806,103 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-080 |
0.2% |
59% |
False |
False |
654,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-267 |
2.618 |
124-189 |
1.618 |
124-142 |
1.000 |
124-112 |
0.618 |
124-094 |
HIGH |
124-065 |
0.618 |
124-047 |
0.500 |
124-041 |
0.382 |
124-036 |
LOW |
124-018 |
0.618 |
123-308 |
1.000 |
123-290 |
1.618 |
123-261 |
2.618 |
123-213 |
4.250 |
123-136 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
124-041 |
124-039 |
PP |
124-038 |
124-036 |
S1 |
124-034 |
124-033 |
|