ECBOT 5 Year T-Note Future September 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 |
124-090 |
124-158 |
0-068 |
0.2% |
124-100 |
| High |
124-165 |
124-248 |
0-082 |
0.2% |
124-165 |
| Low |
124-090 |
124-152 |
0-062 |
0.2% |
124-042 |
| Close |
124-142 |
124-222 |
0-080 |
0.2% |
124-142 |
| Range |
0-075 |
0-095 |
0-020 |
26.7% |
0-122 |
| ATR |
0-091 |
0-092 |
0-001 |
1.1% |
0-000 |
| Volume |
984,825 |
704,697 |
-280,128 |
-28.4% |
3,923,345 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-172 |
125-132 |
124-275 |
|
| R3 |
125-078 |
125-038 |
124-249 |
|
| R2 |
124-302 |
124-302 |
124-240 |
|
| R1 |
124-262 |
124-262 |
124-231 |
124-282 |
| PP |
124-208 |
124-208 |
124-208 |
124-218 |
| S1 |
124-168 |
124-168 |
124-214 |
124-188 |
| S2 |
124-112 |
124-112 |
124-205 |
|
| S3 |
124-018 |
124-072 |
124-196 |
|
| S4 |
123-242 |
123-298 |
124-170 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-164 |
125-116 |
124-210 |
|
| R3 |
125-042 |
124-313 |
124-176 |
|
| R2 |
124-239 |
124-239 |
124-165 |
|
| R1 |
124-191 |
124-191 |
124-154 |
124-215 |
| PP |
124-117 |
124-117 |
124-117 |
124-129 |
| S1 |
124-068 |
124-068 |
124-131 |
124-092 |
| S2 |
123-314 |
123-314 |
124-120 |
|
| S3 |
123-192 |
123-266 |
124-109 |
|
| S4 |
123-069 |
123-143 |
124-075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-248 |
124-042 |
0-205 |
0.5% |
0-081 |
0.2% |
88% |
True |
False |
812,482 |
| 10 |
124-248 |
124-025 |
0-222 |
0.6% |
0-090 |
0.2% |
89% |
True |
False |
790,024 |
| 20 |
124-248 |
123-145 |
1-102 |
1.1% |
0-097 |
0.2% |
94% |
True |
False |
830,777 |
| 40 |
124-248 |
122-275 |
1-292 |
1.5% |
0-092 |
0.2% |
96% |
True |
False |
848,998 |
| 60 |
124-248 |
122-275 |
1-292 |
1.5% |
0-085 |
0.2% |
96% |
True |
False |
766,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-011 |
|
2.618 |
125-176 |
|
1.618 |
125-081 |
|
1.000 |
125-022 |
|
0.618 |
124-306 |
|
HIGH |
124-248 |
|
0.618 |
124-211 |
|
0.500 |
124-200 |
|
0.382 |
124-189 |
|
LOW |
124-152 |
|
0.618 |
124-094 |
|
1.000 |
124-058 |
|
1.618 |
123-319 |
|
2.618 |
123-224 |
|
4.250 |
123-069 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-215 |
124-202 |
| PP |
124-208 |
124-181 |
| S1 |
124-200 |
124-160 |
|