ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 04-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2021 |
04-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
124-212 |
124-228 |
0-015 |
0.0% |
124-100 |
| High |
124-260 |
124-302 |
0-042 |
0.1% |
124-165 |
| Low |
124-192 |
124-148 |
-0-045 |
-0.1% |
124-042 |
| Close |
124-228 |
124-182 |
-0-045 |
-0.1% |
124-142 |
| Range |
0-068 |
0-155 |
0-088 |
129.6% |
0-122 |
| ATR |
0-090 |
0-095 |
0-005 |
5.2% |
0-000 |
| Volume |
476,940 |
896,862 |
419,922 |
88.0% |
3,923,345 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-036 |
125-264 |
124-268 |
|
| R3 |
125-201 |
125-109 |
124-225 |
|
| R2 |
125-046 |
125-046 |
124-211 |
|
| R1 |
124-274 |
124-274 |
124-197 |
124-242 |
| PP |
124-211 |
124-211 |
124-211 |
124-195 |
| S1 |
124-119 |
124-119 |
124-168 |
124-088 |
| S2 |
124-056 |
124-056 |
124-154 |
|
| S3 |
123-221 |
123-284 |
124-140 |
|
| S4 |
123-066 |
123-129 |
124-097 |
|
|
| 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 |
124-302 |
124-072 |
0-230 |
0.6% |
0-091 |
0.2% |
48% |
True |
False |
750,814 |
| 10 |
124-302 |
124-025 |
0-278 |
0.7% |
0-086 |
0.2% |
57% |
True |
False |
723,589 |
| 20 |
124-302 |
123-178 |
1-125 |
1.1% |
0-098 |
0.2% |
73% |
True |
False |
801,816 |
| 40 |
124-302 |
122-275 |
2-028 |
1.7% |
0-095 |
0.2% |
82% |
True |
False |
852,554 |
| 60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-086 |
0.2% |
82% |
True |
False |
789,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-001 |
|
2.618 |
126-068 |
|
1.618 |
125-233 |
|
1.000 |
125-138 |
|
0.618 |
125-078 |
|
HIGH |
124-302 |
|
0.618 |
124-243 |
|
0.500 |
124-225 |
|
0.382 |
124-207 |
|
LOW |
124-148 |
|
0.618 |
124-052 |
|
1.000 |
123-312 |
|
1.618 |
123-217 |
|
2.618 |
123-062 |
|
4.250 |
122-129 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-225 |
124-225 |
| PP |
124-211 |
124-211 |
| S1 |
124-197 |
124-197 |
|