ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 27-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
123-148 |
123-122 |
-0-025 |
-0.1% |
123-260 |
High |
123-168 |
123-138 |
-0-030 |
-0.1% |
124-020 |
Low |
123-102 |
123-062 |
-0-040 |
-0.1% |
123-102 |
Close |
123-110 |
123-078 |
-0-032 |
-0.1% |
123-110 |
Range |
0-065 |
0-075 |
0-010 |
15.4% |
0-238 |
ATR |
0-074 |
0-074 |
0-000 |
0.1% |
0-000 |
Volume |
1,490 |
905 |
-585 |
-39.3% |
21,364 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-318 |
123-272 |
123-119 |
|
R3 |
123-242 |
123-198 |
123-098 |
|
R2 |
123-168 |
123-168 |
123-091 |
|
R1 |
123-122 |
123-122 |
123-084 |
123-108 |
PP |
123-092 |
123-092 |
123-092 |
123-085 |
S1 |
123-048 |
123-048 |
123-071 |
123-032 |
S2 |
123-018 |
123-018 |
123-064 |
|
S3 |
122-262 |
122-292 |
123-057 |
|
S4 |
122-188 |
122-218 |
123-036 |
|
|
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 |
123-062 |
0-278 |
0.7% |
0-086 |
0.2% |
5% |
False |
True |
3,556 |
10 |
124-080 |
123-062 |
1-018 |
0.9% |
0-078 |
0.2% |
4% |
False |
True |
4,469 |
20 |
124-122 |
123-062 |
1-060 |
1.0% |
0-067 |
0.2% |
4% |
False |
True |
38,104 |
40 |
124-302 |
123-062 |
1-240 |
1.4% |
0-074 |
0.2% |
3% |
False |
True |
503,771 |
60 |
124-302 |
123-050 |
1-252 |
1.5% |
0-082 |
0.2% |
5% |
False |
False |
614,512 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-084 |
0.2% |
18% |
False |
False |
680,523 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-080 |
0.2% |
18% |
False |
False |
654,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-136 |
2.618 |
124-014 |
1.618 |
123-259 |
1.000 |
123-212 |
0.618 |
123-184 |
HIGH |
123-138 |
0.618 |
123-109 |
0.500 |
123-100 |
0.382 |
123-091 |
LOW |
123-062 |
0.618 |
123-016 |
1.000 |
122-308 |
1.618 |
122-261 |
2.618 |
122-186 |
4.250 |
122-064 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
123-100 |
123-160 |
PP |
123-092 |
123-132 |
S1 |
123-085 |
123-105 |
|