ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 23-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
123-150 |
123-110 |
-0-040 |
-0.1% |
123-175 |
| High |
123-170 |
123-112 |
-0-058 |
-0.1% |
123-252 |
| Low |
123-070 |
122-272 |
-0-118 |
-0.3% |
123-065 |
| Close |
123-082 |
122-308 |
-0-095 |
-0.2% |
123-090 |
| Range |
0-100 |
0-160 |
0-060 |
60.0% |
0-188 |
| ATR |
0-076 |
0-082 |
0-006 |
7.9% |
0-000 |
| Volume |
1,143,623 |
1,369,079 |
225,456 |
19.7% |
4,008,419 |
|
| Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-178 |
124-082 |
123-076 |
|
| R3 |
124-018 |
123-242 |
123-032 |
|
| R2 |
123-178 |
123-178 |
123-017 |
|
| R1 |
123-082 |
123-082 |
123-002 |
123-050 |
| PP |
123-018 |
123-018 |
123-018 |
123-001 |
| S1 |
122-242 |
122-242 |
122-293 |
122-210 |
| S2 |
122-178 |
122-178 |
122-278 |
|
| S3 |
122-018 |
122-082 |
122-264 |
|
| S4 |
121-178 |
121-242 |
122-220 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-058 |
124-262 |
123-193 |
|
| R3 |
124-191 |
124-074 |
123-142 |
|
| R2 |
124-003 |
124-003 |
123-124 |
|
| R1 |
123-207 |
123-207 |
123-107 |
123-171 |
| PP |
123-136 |
123-136 |
123-136 |
123-118 |
| S1 |
123-019 |
123-019 |
123-073 |
122-304 |
| S2 |
122-268 |
122-268 |
123-056 |
|
| S3 |
122-081 |
122-152 |
123-038 |
|
| S4 |
121-213 |
121-284 |
122-307 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-152 |
|
2.618 |
124-211 |
|
1.618 |
124-051 |
|
1.000 |
123-272 |
|
0.618 |
123-211 |
|
HIGH |
123-112 |
|
0.618 |
123-051 |
|
0.500 |
123-032 |
|
0.382 |
123-014 |
|
LOW |
122-272 |
|
0.618 |
122-174 |
|
1.000 |
122-112 |
|
1.618 |
122-014 |
|
2.618 |
121-174 |
|
4.250 |
120-232 |
|
|
| Fisher Pivots for day following 23-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
123-032 |
123-070 |
| PP |
123-018 |
123-042 |
| S1 |
123-002 |
123-015 |
|