ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
123-300 |
123-308 |
0-008 |
0.0% |
123-295 |
| High |
123-308 |
124-165 |
0-178 |
0.4% |
124-012 |
| Low |
123-230 |
123-302 |
0-072 |
0.2% |
123-178 |
| Close |
123-298 |
124-118 |
0-140 |
0.4% |
123-298 |
| Range |
0-078 |
0-182 |
0-105 |
135.5% |
0-155 |
| ATR |
0-087 |
0-095 |
0-007 |
8.2% |
0-000 |
| Volume |
587,026 |
1,212,859 |
625,833 |
106.6% |
3,866,485 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-316 |
125-239 |
124-218 |
|
| R3 |
125-133 |
125-057 |
124-168 |
|
| R2 |
124-271 |
124-271 |
124-151 |
|
| R1 |
124-194 |
124-194 |
124-134 |
124-232 |
| PP |
124-088 |
124-088 |
124-088 |
124-108 |
| S1 |
124-012 |
124-012 |
124-101 |
124-050 |
| S2 |
123-226 |
123-226 |
124-084 |
|
| S3 |
123-043 |
123-149 |
124-067 |
|
| S4 |
122-181 |
122-287 |
124-017 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-094 |
125-031 |
124-063 |
|
| R3 |
124-259 |
124-196 |
124-020 |
|
| R2 |
124-104 |
124-104 |
124-006 |
|
| R1 |
124-041 |
124-041 |
123-312 |
124-072 |
| PP |
123-269 |
123-269 |
123-269 |
123-285 |
| S1 |
123-206 |
123-206 |
123-283 |
123-238 |
| S2 |
123-114 |
123-114 |
123-269 |
|
| S3 |
122-279 |
123-051 |
123-255 |
|
| S4 |
122-124 |
122-216 |
123-212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-165 |
123-178 |
0-308 |
0.8% |
0-112 |
0.3% |
85% |
True |
False |
888,922 |
| 10 |
124-165 |
123-145 |
1-020 |
0.9% |
0-103 |
0.3% |
86% |
True |
False |
871,530 |
| 20 |
124-165 |
123-030 |
1-135 |
1.1% |
0-088 |
0.2% |
90% |
True |
False |
819,821 |
| 40 |
124-165 |
122-275 |
1-210 |
1.3% |
0-085 |
0.2% |
91% |
True |
False |
938,342 |
| 60 |
124-165 |
122-275 |
1-210 |
1.3% |
0-082 |
0.2% |
91% |
True |
False |
635,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-301 |
|
2.618 |
126-003 |
|
1.618 |
125-140 |
|
1.000 |
125-028 |
|
0.618 |
124-278 |
|
HIGH |
124-165 |
|
0.618 |
124-095 |
|
0.500 |
124-074 |
|
0.382 |
124-052 |
|
LOW |
123-302 |
|
0.618 |
123-190 |
|
1.000 |
123-120 |
|
1.618 |
123-007 |
|
2.618 |
122-145 |
|
4.250 |
121-167 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-103 |
124-091 |
| PP |
124-088 |
124-064 |
| S1 |
124-074 |
124-038 |
|