ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 24-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
123-242 |
123-148 |
-0-095 |
-0.2% |
123-260 |
High |
123-258 |
123-168 |
-0-090 |
-0.2% |
124-020 |
Low |
123-122 |
123-102 |
-0-020 |
-0.1% |
123-102 |
Close |
123-150 |
123-110 |
-0-040 |
-0.1% |
123-110 |
Range |
0-135 |
0-065 |
-0-070 |
-51.9% |
0-238 |
ATR |
0-075 |
0-074 |
-0-001 |
-0.9% |
0-000 |
Volume |
5,348 |
1,490 |
-3,858 |
-72.1% |
21,364 |
|
Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-002 |
123-281 |
123-146 |
|
R3 |
123-257 |
123-216 |
123-128 |
|
R2 |
123-192 |
123-192 |
123-122 |
|
R1 |
123-151 |
123-151 |
123-116 |
123-139 |
PP |
123-127 |
123-127 |
123-127 |
123-121 |
S1 |
123-086 |
123-086 |
123-104 |
123-074 |
S2 |
123-062 |
123-062 |
123-098 |
|
S3 |
122-317 |
123-021 |
123-092 |
|
S4 |
122-252 |
122-276 |
123-074 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-257 |
125-101 |
123-241 |
|
R3 |
125-019 |
124-183 |
123-175 |
|
R2 |
124-102 |
124-102 |
123-154 |
|
R1 |
123-266 |
123-266 |
123-132 |
123-225 |
PP |
123-184 |
123-184 |
123-184 |
123-164 |
S1 |
123-028 |
123-028 |
123-088 |
122-308 |
S2 |
122-267 |
122-267 |
123-066 |
|
S3 |
122-029 |
122-111 |
123-045 |
|
S4 |
121-112 |
121-193 |
122-299 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-020 |
123-102 |
0-238 |
0.6% |
0-087 |
0.2% |
3% |
False |
True |
4,272 |
10 |
124-080 |
123-102 |
0-298 |
0.8% |
0-076 |
0.2% |
3% |
False |
True |
4,799 |
20 |
124-122 |
123-102 |
1-020 |
0.9% |
0-069 |
0.2% |
2% |
False |
True |
97,545 |
40 |
124-302 |
123-102 |
1-200 |
1.3% |
0-074 |
0.2% |
1% |
False |
True |
528,369 |
60 |
124-302 |
123-050 |
1-252 |
1.5% |
0-082 |
0.2% |
10% |
False |
False |
625,155 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-084 |
0.2% |
23% |
False |
False |
689,430 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-080 |
0.2% |
23% |
False |
False |
654,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-124 |
2.618 |
124-018 |
1.618 |
123-273 |
1.000 |
123-232 |
0.618 |
123-208 |
HIGH |
123-168 |
0.618 |
123-143 |
0.500 |
123-135 |
0.382 |
123-127 |
LOW |
123-102 |
0.618 |
123-062 |
1.000 |
123-038 |
1.618 |
122-317 |
2.618 |
122-252 |
4.250 |
122-146 |
|
|
Fisher Pivots for day following 24-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
123-135 |
123-211 |
PP |
123-127 |
123-178 |
S1 |
123-118 |
123-144 |
|