ECBOT 5 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 02-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
123-302 |
124-035 |
0-052 |
0.1% |
124-005 |
High |
124-015 |
124-102 |
0-088 |
0.2% |
124-015 |
Low |
123-268 |
124-035 |
0-088 |
0.2% |
123-220 |
Close |
123-318 |
124-082 |
0-085 |
0.2% |
123-318 |
Range |
0-068 |
0-068 |
0-000 |
0.0% |
0-115 |
ATR |
|
|
|
|
|
Volume |
1,538 |
96 |
-1,442 |
-93.8% |
26,986 |
|
Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-276 |
124-247 |
124-120 |
|
R3 |
124-208 |
124-179 |
124-101 |
|
R2 |
124-141 |
124-141 |
124-095 |
|
R1 |
124-112 |
124-112 |
124-089 |
124-126 |
PP |
124-073 |
124-073 |
124-073 |
124-081 |
S1 |
124-044 |
124-044 |
124-076 |
124-059 |
S2 |
124-006 |
124-006 |
124-070 |
|
S3 |
123-258 |
123-297 |
124-064 |
|
S4 |
123-191 |
123-229 |
124-045 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-316 |
124-272 |
124-061 |
|
R3 |
124-201 |
124-157 |
124-029 |
|
R2 |
124-086 |
124-086 |
124-019 |
|
R1 |
124-042 |
124-042 |
124-008 |
124-006 |
PP |
123-291 |
123-291 |
123-291 |
123-273 |
S1 |
123-247 |
123-247 |
123-307 |
123-211 |
S2 |
123-176 |
123-176 |
123-296 |
|
S3 |
123-061 |
123-132 |
123-286 |
|
S4 |
122-266 |
123-017 |
123-254 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-069 |
2.618 |
124-279 |
1.618 |
124-212 |
1.000 |
124-170 |
0.618 |
124-144 |
HIGH |
124-102 |
0.618 |
124-077 |
0.500 |
124-069 |
0.382 |
124-061 |
LOW |
124-035 |
0.618 |
123-313 |
1.000 |
123-288 |
1.618 |
123-246 |
2.618 |
123-178 |
4.250 |
123-068 |
|
|
Fisher Pivots for day following 02-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
124-078 |
124-060 |
PP |
124-073 |
124-038 |
S1 |
124-069 |
124-015 |
|