ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 16-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
124-058 |
124-032 |
-0-025 |
-0.1% |
124-048 |
High |
124-065 |
124-035 |
-0-030 |
-0.1% |
124-070 |
Low |
124-018 |
123-280 |
-0-058 |
-0.1% |
123-310 |
Close |
124-030 |
123-300 |
-0-050 |
-0.1% |
124-015 |
Range |
0-048 |
0-075 |
0-028 |
57.9% |
0-080 |
ATR |
0-067 |
0-068 |
0-001 |
0.8% |
0-000 |
Volume |
11,656 |
4,749 |
-6,907 |
-59.3% |
75,773 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-217 |
124-173 |
124-021 |
|
R3 |
124-142 |
124-098 |
124-001 |
|
R2 |
124-067 |
124-067 |
123-314 |
|
R1 |
124-023 |
124-023 |
123-307 |
124-008 |
PP |
123-312 |
123-312 |
123-312 |
123-304 |
S1 |
123-268 |
123-268 |
123-293 |
123-252 |
S2 |
123-237 |
123-237 |
123-286 |
|
S3 |
123-162 |
123-193 |
123-279 |
|
S4 |
123-087 |
123-118 |
123-259 |
|
|
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 |
123-280 |
0-120 |
0.3% |
0-063 |
0.2% |
17% |
False |
True |
9,973 |
10 |
124-122 |
123-280 |
0-162 |
0.4% |
0-060 |
0.2% |
12% |
False |
True |
12,120 |
20 |
124-122 |
123-228 |
0-215 |
0.5% |
0-061 |
0.2% |
34% |
False |
False |
532,349 |
40 |
124-302 |
123-220 |
1-082 |
1.0% |
0-073 |
0.2% |
20% |
False |
False |
632,097 |
60 |
124-302 |
123-050 |
1-252 |
1.4% |
0-079 |
0.2% |
44% |
False |
False |
697,730 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-082 |
0.2% |
52% |
False |
False |
787,483 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-080 |
0.2% |
52% |
False |
False |
654,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-034 |
2.618 |
124-231 |
1.618 |
124-156 |
1.000 |
124-110 |
0.618 |
124-081 |
HIGH |
124-035 |
0.618 |
124-006 |
0.500 |
123-318 |
0.382 |
123-309 |
LOW |
123-280 |
0.618 |
123-234 |
1.000 |
123-205 |
1.618 |
123-159 |
2.618 |
123-084 |
4.250 |
122-281 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
123-318 |
124-020 |
PP |
123-312 |
124-007 |
S1 |
123-306 |
123-313 |
|