ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 28-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
123-122 |
123-040 |
-0-082 |
-0.2% |
123-260 |
High |
123-138 |
123-085 |
-0-052 |
-0.1% |
124-020 |
Low |
123-062 |
123-012 |
-0-050 |
-0.1% |
123-102 |
Close |
123-078 |
123-048 |
-0-030 |
-0.1% |
123-110 |
Range |
0-075 |
0-072 |
-0-002 |
-3.3% |
0-238 |
ATR |
0-074 |
0-074 |
0-000 |
-0.2% |
0-000 |
Volume |
905 |
88 |
-817 |
-90.3% |
21,364 |
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-266 |
123-229 |
123-087 |
|
R3 |
123-193 |
123-157 |
123-067 |
|
R2 |
123-121 |
123-121 |
123-061 |
|
R1 |
123-084 |
123-084 |
123-054 |
123-102 |
PP |
123-048 |
123-048 |
123-048 |
123-058 |
S1 |
123-012 |
123-012 |
123-041 |
123-030 |
S2 |
122-296 |
122-296 |
123-034 |
|
S3 |
122-223 |
122-259 |
123-028 |
|
S4 |
122-151 |
122-187 |
123-008 |
|
|
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 |
124-000 |
123-012 |
0-308 |
0.8% |
0-088 |
0.2% |
11% |
False |
True |
2,208 |
10 |
124-065 |
123-012 |
1-052 |
0.9% |
0-078 |
0.2% |
9% |
False |
True |
4,085 |
20 |
124-122 |
123-012 |
1-110 |
1.1% |
0-068 |
0.2% |
8% |
False |
True |
14,862 |
40 |
124-302 |
123-012 |
1-290 |
1.5% |
0-074 |
0.2% |
6% |
False |
True |
486,156 |
60 |
124-302 |
123-012 |
1-290 |
1.5% |
0-081 |
0.2% |
6% |
False |
True |
601,030 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-083 |
0.2% |
14% |
False |
False |
667,577 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-081 |
0.2% |
14% |
False |
False |
654,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-073 |
2.618 |
123-275 |
1.618 |
123-202 |
1.000 |
123-158 |
0.618 |
123-130 |
HIGH |
123-085 |
0.618 |
123-057 |
0.500 |
123-049 |
0.382 |
123-040 |
LOW |
123-012 |
0.618 |
122-288 |
1.000 |
122-260 |
1.618 |
122-215 |
2.618 |
122-143 |
4.250 |
122-024 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
123-049 |
123-090 |
PP |
123-048 |
123-076 |
S1 |
123-048 |
123-062 |
|