ECBOT 5 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 30-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
123-065 |
123-075 |
0-010 |
0.0% |
123-260 |
High |
123-102 |
123-138 |
0-035 |
0.1% |
124-020 |
Low |
123-035 |
123-055 |
0-020 |
0.1% |
123-102 |
Close |
123-078 |
123-135 |
0-058 |
0.1% |
123-110 |
Range |
0-068 |
0-082 |
0-015 |
22.2% |
0-238 |
ATR |
0-074 |
0-074 |
0-001 |
0.9% |
0-000 |
Volume |
155 |
548 |
393 |
253.5% |
21,364 |
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-037 |
124-008 |
123-180 |
|
R3 |
123-274 |
123-246 |
123-158 |
|
R2 |
123-192 |
123-192 |
123-150 |
|
R1 |
123-163 |
123-163 |
123-143 |
123-178 |
PP |
123-109 |
123-109 |
123-109 |
123-116 |
S1 |
123-081 |
123-081 |
123-127 |
123-095 |
S2 |
123-027 |
123-027 |
123-120 |
|
S3 |
122-264 |
122-318 |
123-112 |
|
S4 |
122-182 |
122-236 |
123-090 |
|
|
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 |
123-168 |
123-012 |
0-155 |
0.4% |
0-072 |
0.2% |
79% |
False |
False |
637 |
10 |
124-020 |
123-012 |
1-008 |
0.8% |
0-080 |
0.2% |
37% |
False |
False |
2,515 |
20 |
124-122 |
123-012 |
1-110 |
1.1% |
0-070 |
0.2% |
28% |
False |
False |
7,317 |
40 |
124-185 |
123-012 |
1-172 |
1.2% |
0-072 |
0.2% |
25% |
False |
False |
451,829 |
60 |
124-302 |
123-012 |
1-290 |
1.5% |
0-081 |
0.2% |
20% |
False |
False |
568,491 |
80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-084 |
0.2% |
27% |
False |
False |
652,191 |
100 |
124-302 |
122-275 |
2-028 |
1.7% |
0-080 |
0.2% |
27% |
False |
False |
654,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-168 |
2.618 |
124-033 |
1.618 |
123-271 |
1.000 |
123-220 |
0.618 |
123-188 |
HIGH |
123-138 |
0.618 |
123-106 |
0.500 |
123-096 |
0.382 |
123-087 |
LOW |
123-055 |
0.618 |
123-004 |
1.000 |
122-292 |
1.618 |
122-242 |
2.618 |
122-159 |
4.250 |
122-024 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
123-122 |
123-115 |
PP |
123-109 |
123-095 |
S1 |
123-096 |
123-075 |
|