ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 23-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
123-312 |
123-242 |
-0-070 |
-0.2% |
124-015 |
High |
124-000 |
123-258 |
-0-062 |
-0.2% |
124-080 |
Low |
123-230 |
123-122 |
-0-108 |
-0.3% |
123-230 |
Close |
123-238 |
123-150 |
-0-088 |
-0.2% |
123-255 |
Range |
0-090 |
0-135 |
0-045 |
50.0% |
0-170 |
ATR |
0-070 |
0-075 |
0-005 |
6.6% |
0-000 |
Volume |
3,210 |
5,348 |
2,138 |
66.6% |
26,635 |
|
Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-262 |
124-181 |
123-224 |
|
R3 |
124-127 |
124-046 |
123-187 |
|
R2 |
123-312 |
123-312 |
123-175 |
|
R1 |
123-231 |
123-231 |
123-162 |
123-204 |
PP |
123-177 |
123-177 |
123-177 |
123-163 |
S1 |
123-096 |
123-096 |
123-138 |
123-069 |
S2 |
123-042 |
123-042 |
123-125 |
|
S3 |
122-227 |
122-281 |
123-113 |
|
S4 |
122-092 |
122-146 |
123-076 |
|
|
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 |
124-020 |
123-122 |
0-218 |
0.6% |
0-088 |
0.2% |
13% |
False |
True |
4,393 |
10 |
124-080 |
123-122 |
0-278 |
0.7% |
0-076 |
0.2% |
10% |
False |
True |
7,183 |
20 |
124-122 |
123-122 |
1-000 |
0.8% |
0-068 |
0.2% |
9% |
False |
True |
207,758 |
40 |
124-302 |
123-122 |
1-180 |
1.3% |
0-074 |
0.2% |
6% |
False |
True |
545,601 |
60 |
124-302 |
123-050 |
1-252 |
1.4% |
0-082 |
0.2% |
17% |
False |
False |
640,808 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-083 |
0.2% |
29% |
False |
False |
696,216 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-081 |
0.2% |
29% |
False |
False |
654,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-191 |
2.618 |
124-291 |
1.618 |
124-156 |
1.000 |
124-072 |
0.618 |
124-021 |
HIGH |
123-258 |
0.618 |
123-206 |
0.500 |
123-190 |
0.382 |
123-174 |
LOW |
123-122 |
0.618 |
123-039 |
1.000 |
122-308 |
1.618 |
122-224 |
2.618 |
122-089 |
4.250 |
121-189 |
|
|
Fisher Pivots for day following 23-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
123-190 |
123-231 |
PP |
123-177 |
123-204 |
S1 |
123-163 |
123-177 |
|