ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 17-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
124-032 |
123-290 |
-0-062 |
-0.2% |
124-015 |
High |
124-035 |
123-300 |
-0-055 |
-0.1% |
124-080 |
Low |
123-280 |
123-230 |
-0-050 |
-0.1% |
123-230 |
Close |
123-300 |
123-255 |
-0-045 |
-0.1% |
123-255 |
Range |
0-075 |
0-070 |
-0-005 |
-6.7% |
0-170 |
ATR |
0-068 |
0-068 |
0-000 |
0.2% |
0-000 |
Volume |
4,749 |
2,091 |
-2,658 |
-56.0% |
26,635 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-152 |
124-113 |
123-294 |
|
R3 |
124-082 |
124-043 |
123-274 |
|
R2 |
124-012 |
124-012 |
123-268 |
|
R1 |
123-293 |
123-293 |
123-261 |
123-278 |
PP |
123-262 |
123-262 |
123-262 |
123-254 |
S1 |
123-223 |
123-223 |
123-249 |
123-208 |
S2 |
123-192 |
123-192 |
123-242 |
|
S3 |
123-122 |
123-153 |
123-236 |
|
S4 |
123-052 |
123-083 |
123-216 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-165 |
125-060 |
124-028 |
|
R3 |
124-315 |
124-210 |
123-302 |
|
R2 |
124-145 |
124-145 |
123-286 |
|
R1 |
124-040 |
124-040 |
123-271 |
124-008 |
PP |
123-295 |
123-295 |
123-295 |
123-279 |
S1 |
123-190 |
123-190 |
123-239 |
123-158 |
S2 |
123-125 |
123-125 |
123-224 |
|
S3 |
122-275 |
123-020 |
123-208 |
|
S4 |
122-105 |
122-170 |
123-162 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-080 |
123-230 |
0-170 |
0.4% |
0-065 |
0.2% |
15% |
False |
True |
5,327 |
10 |
124-122 |
123-230 |
0-212 |
0.5% |
0-063 |
0.2% |
12% |
False |
True |
11,581 |
20 |
124-122 |
123-228 |
0-215 |
0.5% |
0-062 |
0.2% |
13% |
False |
False |
494,497 |
40 |
124-302 |
123-220 |
1-082 |
1.0% |
0-073 |
0.2% |
9% |
False |
False |
614,260 |
60 |
124-302 |
123-050 |
1-252 |
1.4% |
0-079 |
0.2% |
36% |
False |
False |
683,355 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-082 |
0.2% |
45% |
False |
False |
755,355 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-080 |
0.2% |
45% |
False |
False |
654,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-278 |
2.618 |
124-163 |
1.618 |
124-093 |
1.000 |
124-050 |
0.618 |
124-023 |
HIGH |
123-300 |
0.618 |
123-273 |
0.500 |
123-265 |
0.382 |
123-257 |
LOW |
123-230 |
0.618 |
123-187 |
1.000 |
123-160 |
1.618 |
123-117 |
2.618 |
123-047 |
4.250 |
122-252 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
123-265 |
123-308 |
PP |
123-262 |
123-290 |
S1 |
123-258 |
123-272 |
|