ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 22-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
123-312 |
123-312 |
0-000 |
0.0% |
124-015 |
High |
124-020 |
124-000 |
-0-020 |
-0.1% |
124-080 |
Low |
123-272 |
123-230 |
-0-042 |
-0.1% |
123-230 |
Close |
123-308 |
123-238 |
-0-070 |
-0.2% |
123-255 |
Range |
0-068 |
0-090 |
0-022 |
33.3% |
0-170 |
ATR |
0-069 |
0-070 |
0-002 |
2.2% |
0-000 |
Volume |
6,830 |
3,210 |
-3,620 |
-53.0% |
26,635 |
|
Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-212 |
124-155 |
123-287 |
|
R3 |
124-122 |
124-065 |
123-262 |
|
R2 |
124-032 |
124-032 |
123-254 |
|
R1 |
123-295 |
123-295 |
123-246 |
123-279 |
PP |
123-262 |
123-262 |
123-262 |
123-254 |
S1 |
123-205 |
123-205 |
123-229 |
123-189 |
S2 |
123-172 |
123-172 |
123-221 |
|
S3 |
123-082 |
123-115 |
123-213 |
|
S4 |
122-312 |
123-025 |
123-188 |
|
|
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 |
124-035 |
123-230 |
0-125 |
0.3% |
0-076 |
0.2% |
6% |
False |
True |
4,273 |
10 |
124-080 |
123-230 |
0-170 |
0.4% |
0-069 |
0.2% |
4% |
False |
True |
9,181 |
20 |
124-122 |
123-228 |
0-215 |
0.5% |
0-065 |
0.2% |
5% |
False |
False |
353,878 |
40 |
124-302 |
123-220 |
1-082 |
1.0% |
0-074 |
0.2% |
4% |
False |
False |
569,943 |
60 |
124-302 |
123-050 |
1-252 |
1.4% |
0-080 |
0.2% |
33% |
False |
False |
650,728 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-082 |
0.2% |
42% |
False |
False |
705,238 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-080 |
0.2% |
42% |
False |
False |
654,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-062 |
2.618 |
124-236 |
1.618 |
124-146 |
1.000 |
124-090 |
0.618 |
124-056 |
HIGH |
124-000 |
0.618 |
123-286 |
0.500 |
123-275 |
0.382 |
123-264 |
LOW |
123-230 |
0.618 |
123-174 |
1.000 |
123-140 |
1.618 |
123-084 |
2.618 |
122-314 |
4.250 |
122-168 |
|
|
Fisher Pivots for day following 22-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
123-275 |
123-285 |
PP |
123-262 |
123-269 |
S1 |
123-250 |
123-253 |
|