ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 20-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
123-290 |
123-260 |
-0-030 |
-0.1% |
124-015 |
High |
123-300 |
124-012 |
0-032 |
0.1% |
124-080 |
Low |
123-230 |
123-255 |
0-025 |
0.1% |
123-230 |
Close |
123-255 |
124-000 |
0-065 |
0.2% |
123-255 |
Range |
0-070 |
0-078 |
0-008 |
10.7% |
0-170 |
ATR |
0-068 |
0-069 |
0-001 |
1.0% |
0-000 |
Volume |
2,091 |
4,486 |
2,395 |
114.5% |
26,635 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-215 |
124-185 |
124-043 |
|
R3 |
124-138 |
124-108 |
124-021 |
|
R2 |
124-060 |
124-060 |
124-014 |
|
R1 |
124-030 |
124-030 |
124-007 |
124-045 |
PP |
123-302 |
123-302 |
123-302 |
123-310 |
S1 |
123-272 |
123-272 |
123-313 |
123-288 |
S2 |
123-225 |
123-225 |
123-306 |
|
S3 |
123-148 |
123-195 |
123-299 |
|
S4 |
123-070 |
123-118 |
123-277 |
|
|
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% |
0-070 |
0.2% |
53% |
False |
False |
5,381 |
10 |
124-080 |
123-230 |
0-170 |
0.4% |
0-063 |
0.2% |
53% |
False |
False |
10,689 |
20 |
124-122 |
123-228 |
0-215 |
0.5% |
0-062 |
0.2% |
43% |
False |
False |
467,983 |
40 |
124-302 |
123-220 |
1-082 |
1.0% |
0-073 |
0.2% |
25% |
False |
False |
601,411 |
60 |
124-302 |
123-050 |
1-252 |
1.4% |
0-080 |
0.2% |
47% |
False |
False |
671,358 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-082 |
0.2% |
55% |
False |
False |
729,161 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-080 |
0.2% |
55% |
False |
False |
654,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-022 |
2.618 |
124-215 |
1.618 |
124-138 |
1.000 |
124-090 |
0.618 |
124-060 |
HIGH |
124-012 |
0.618 |
123-303 |
0.500 |
123-294 |
0.382 |
123-285 |
LOW |
123-255 |
0.618 |
123-207 |
1.000 |
123-178 |
1.618 |
123-130 |
2.618 |
123-052 |
4.250 |
122-246 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
123-311 |
123-311 |
PP |
123-302 |
123-302 |
S1 |
123-294 |
123-292 |
|