ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 21-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
123-260 |
123-312 |
0-052 |
0.1% |
124-015 |
High |
124-012 |
124-020 |
0-008 |
0.0% |
124-080 |
Low |
123-255 |
123-272 |
0-018 |
0.0% |
123-230 |
Close |
124-000 |
123-308 |
-0-012 |
0.0% |
123-255 |
Range |
0-078 |
0-068 |
-0-010 |
-12.9% |
0-170 |
ATR |
0-069 |
0-069 |
0-000 |
-0.1% |
0-000 |
Volume |
4,486 |
6,830 |
2,344 |
52.3% |
26,635 |
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-189 |
124-156 |
124-025 |
|
R3 |
124-122 |
124-088 |
124-006 |
|
R2 |
124-054 |
124-054 |
124-000 |
|
R1 |
124-021 |
124-021 |
123-314 |
124-004 |
PP |
123-307 |
123-307 |
123-307 |
123-298 |
S1 |
123-273 |
123-273 |
123-301 |
123-256 |
S2 |
123-239 |
123-239 |
123-295 |
|
S3 |
123-172 |
123-206 |
123-289 |
|
S4 |
123-104 |
123-138 |
123-270 |
|
|
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 |
124-065 |
123-230 |
0-155 |
0.4% |
0-068 |
0.2% |
50% |
False |
False |
5,962 |
10 |
124-080 |
123-230 |
0-170 |
0.4% |
0-064 |
0.2% |
46% |
False |
False |
10,535 |
20 |
124-122 |
123-228 |
0-215 |
0.5% |
0-063 |
0.2% |
37% |
False |
False |
416,935 |
40 |
124-302 |
123-220 |
1-082 |
1.0% |
0-073 |
0.2% |
22% |
False |
False |
587,441 |
60 |
124-302 |
123-050 |
1-252 |
1.4% |
0-080 |
0.2% |
45% |
False |
False |
659,147 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-082 |
0.2% |
53% |
False |
False |
716,701 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-080 |
0.2% |
53% |
False |
False |
654,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-307 |
2.618 |
124-197 |
1.618 |
124-129 |
1.000 |
124-088 |
0.618 |
124-062 |
HIGH |
124-020 |
0.618 |
123-314 |
0.500 |
123-306 |
0.382 |
123-298 |
LOW |
123-272 |
0.618 |
123-231 |
1.000 |
123-205 |
1.618 |
123-163 |
2.618 |
123-096 |
4.250 |
122-306 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
123-307 |
123-300 |
PP |
123-307 |
123-292 |
S1 |
123-306 |
123-285 |
|