ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
124-158 |
124-212 |
0-055 |
0.1% |
124-100 |
| High |
124-248 |
124-260 |
0-012 |
0.0% |
124-165 |
| Low |
124-152 |
124-192 |
0-040 |
0.1% |
124-042 |
| Close |
124-222 |
124-228 |
0-005 |
0.0% |
124-142 |
| Range |
0-095 |
0-068 |
-0-028 |
-28.9% |
0-122 |
| ATR |
0-092 |
0-090 |
-0-002 |
-1.9% |
0-000 |
| Volume |
704,697 |
476,940 |
-227,757 |
-32.3% |
3,923,345 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-109 |
125-076 |
124-265 |
|
| R3 |
125-042 |
125-008 |
124-246 |
|
| R2 |
124-294 |
124-294 |
124-240 |
|
| R1 |
124-261 |
124-261 |
124-234 |
124-278 |
| PP |
124-227 |
124-227 |
124-227 |
124-235 |
| S1 |
124-193 |
124-193 |
124-221 |
124-210 |
| S2 |
124-159 |
124-159 |
124-215 |
|
| S3 |
124-092 |
124-126 |
124-209 |
|
| S4 |
124-024 |
124-058 |
124-190 |
|
|
| 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 |
124-260 |
124-042 |
0-218 |
0.5% |
0-081 |
0.2% |
85% |
True |
False |
767,250 |
| 10 |
124-260 |
124-025 |
0-235 |
0.6% |
0-083 |
0.2% |
86% |
True |
False |
724,540 |
| 20 |
124-260 |
123-178 |
1-082 |
1.0% |
0-093 |
0.2% |
92% |
True |
False |
801,825 |
| 40 |
124-260 |
122-275 |
1-305 |
1.6% |
0-093 |
0.2% |
95% |
True |
False |
848,294 |
| 60 |
124-260 |
122-275 |
1-305 |
1.6% |
0-084 |
0.2% |
95% |
True |
False |
774,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-227 |
|
2.618 |
125-117 |
|
1.618 |
125-049 |
|
1.000 |
125-008 |
|
0.618 |
124-302 |
|
HIGH |
124-260 |
|
0.618 |
124-234 |
|
0.500 |
124-226 |
|
0.382 |
124-218 |
|
LOW |
124-192 |
|
0.618 |
124-151 |
|
1.000 |
124-125 |
|
1.618 |
124-083 |
|
2.618 |
124-016 |
|
4.250 |
123-226 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-227 |
124-210 |
| PP |
124-227 |
124-192 |
| S1 |
124-226 |
124-175 |
|