ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 29-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2021 |
29-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
123-040 |
123-065 |
0-025 |
0.1% |
123-260 |
High |
123-085 |
123-102 |
0-018 |
0.0% |
124-020 |
Low |
123-012 |
123-035 |
0-022 |
0.1% |
123-102 |
Close |
123-048 |
123-078 |
0-030 |
0.1% |
123-110 |
Range |
0-072 |
0-068 |
-0-005 |
-6.9% |
0-238 |
ATR |
0-074 |
0-074 |
0-000 |
-0.6% |
0-000 |
Volume |
88 |
155 |
67 |
76.1% |
21,364 |
|
Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-274 |
123-243 |
123-115 |
|
R3 |
123-207 |
123-176 |
123-096 |
|
R2 |
123-139 |
123-139 |
123-090 |
|
R1 |
123-108 |
123-108 |
123-084 |
123-124 |
PP |
123-072 |
123-072 |
123-072 |
123-079 |
S1 |
123-041 |
123-041 |
123-071 |
123-056 |
S2 |
123-004 |
123-004 |
123-065 |
|
S3 |
122-257 |
122-293 |
123-059 |
|
S4 |
122-189 |
122-226 |
123-040 |
|
|
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 |
123-258 |
123-012 |
0-245 |
0.6% |
0-083 |
0.2% |
27% |
False |
False |
1,597 |
10 |
124-035 |
123-012 |
1-022 |
0.9% |
0-080 |
0.2% |
19% |
False |
False |
2,935 |
20 |
124-122 |
123-012 |
1-110 |
1.1% |
0-069 |
0.2% |
15% |
False |
False |
9,610 |
40 |
124-302 |
123-012 |
1-290 |
1.5% |
0-074 |
0.2% |
11% |
False |
False |
474,237 |
60 |
124-302 |
123-012 |
1-290 |
1.5% |
0-080 |
0.2% |
11% |
False |
False |
583,433 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-083 |
0.2% |
18% |
False |
False |
661,265 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-080 |
0.2% |
18% |
False |
False |
654,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-069 |
2.618 |
123-279 |
1.618 |
123-212 |
1.000 |
123-170 |
0.618 |
123-144 |
HIGH |
123-102 |
0.618 |
123-077 |
0.500 |
123-069 |
0.382 |
123-061 |
LOW |
123-035 |
0.618 |
122-313 |
1.000 |
122-288 |
1.618 |
122-246 |
2.618 |
122-178 |
4.250 |
122-068 |
|
|
Fisher Pivots for day following 29-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
123-075 |
123-077 |
PP |
123-072 |
123-076 |
S1 |
123-069 |
123-075 |
|