ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 15-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
123-185 |
123-215 |
0-030 |
0.1% |
123-220 |
| High |
123-252 |
123-232 |
-0-020 |
-0.1% |
123-238 |
| Low |
123-155 |
123-180 |
0-025 |
0.1% |
123-148 |
| Close |
123-228 |
123-195 |
-0-032 |
-0.1% |
123-175 |
| Range |
0-098 |
0-052 |
-0-045 |
-46.2% |
0-090 |
| ATR |
0-073 |
0-071 |
-0-001 |
-2.0% |
0-000 |
| Volume |
958,969 |
831,707 |
-127,262 |
-13.3% |
2,714,470 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-040 |
124-010 |
123-224 |
|
| R3 |
123-308 |
123-278 |
123-209 |
|
| R2 |
123-255 |
123-255 |
123-205 |
|
| R1 |
123-225 |
123-225 |
123-200 |
123-214 |
| PP |
123-202 |
123-202 |
123-202 |
123-197 |
| S1 |
123-172 |
123-172 |
123-190 |
123-161 |
| S2 |
123-150 |
123-150 |
123-185 |
|
| S3 |
123-098 |
123-120 |
123-181 |
|
| S4 |
123-045 |
123-068 |
123-166 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-137 |
124-086 |
123-224 |
|
| R3 |
124-047 |
123-316 |
123-200 |
|
| R2 |
123-277 |
123-277 |
123-192 |
|
| R1 |
123-226 |
123-226 |
123-183 |
123-206 |
| PP |
123-187 |
123-187 |
123-187 |
123-177 |
| S1 |
123-136 |
123-136 |
123-167 |
123-116 |
| S2 |
123-097 |
123-097 |
123-158 |
|
| S3 |
123-007 |
123-046 |
123-150 |
|
| S4 |
122-237 |
122-276 |
123-126 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-136 |
|
2.618 |
124-050 |
|
1.618 |
123-317 |
|
1.000 |
123-285 |
|
0.618 |
123-265 |
|
HIGH |
123-232 |
|
0.618 |
123-212 |
|
0.500 |
123-206 |
|
0.382 |
123-200 |
|
LOW |
123-180 |
|
0.618 |
123-148 |
|
1.000 |
123-128 |
|
1.618 |
123-095 |
|
2.618 |
123-043 |
|
4.250 |
122-277 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
123-206 |
123-204 |
| PP |
123-202 |
123-201 |
| S1 |
123-199 |
123-198 |
|