ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
123-122 |
123-098 |
-0-025 |
-0.1% |
123-182 |
| High |
123-132 |
123-190 |
0-058 |
0.1% |
123-210 |
| Low |
123-078 |
123-070 |
-0-008 |
0.0% |
123-070 |
| Close |
123-108 |
123-180 |
0-072 |
0.2% |
123-180 |
| Range |
0-055 |
0-120 |
0-065 |
118.2% |
0-140 |
| ATR |
0-077 |
0-080 |
0-003 |
4.0% |
0-000 |
| Volume |
1,897,508 |
1,092,184 |
-805,324 |
-42.4% |
6,658,076 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-187 |
124-143 |
123-246 |
|
| R3 |
124-067 |
124-023 |
123-213 |
|
| R2 |
123-267 |
123-267 |
123-202 |
|
| R1 |
123-223 |
123-223 |
123-191 |
123-245 |
| PP |
123-147 |
123-147 |
123-147 |
123-158 |
| S1 |
123-103 |
123-103 |
123-169 |
123-125 |
| S2 |
123-027 |
123-027 |
123-158 |
|
| S3 |
122-227 |
122-303 |
123-147 |
|
| S4 |
122-107 |
122-183 |
123-114 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-253 |
124-197 |
123-257 |
|
| R3 |
124-113 |
124-057 |
123-218 |
|
| R2 |
123-293 |
123-293 |
123-206 |
|
| R1 |
123-237 |
123-237 |
123-193 |
123-195 |
| PP |
123-153 |
123-153 |
123-153 |
123-132 |
| S1 |
123-097 |
123-097 |
123-167 |
123-055 |
| S2 |
123-013 |
123-013 |
123-154 |
|
| S3 |
122-193 |
122-277 |
123-142 |
|
| S4 |
122-053 |
122-137 |
123-103 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-060 |
|
2.618 |
124-184 |
|
1.618 |
124-064 |
|
1.000 |
123-310 |
|
0.618 |
123-264 |
|
HIGH |
123-190 |
|
0.618 |
123-144 |
|
0.500 |
123-130 |
|
0.382 |
123-116 |
|
LOW |
123-070 |
|
0.618 |
122-316 |
|
1.000 |
122-270 |
|
1.618 |
122-196 |
|
2.618 |
122-076 |
|
4.250 |
121-200 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
123-163 |
123-163 |
| PP |
123-147 |
123-147 |
| S1 |
123-130 |
123-130 |
|