ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 07-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2021 |
07-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
132-240 |
133-110 |
0-190 |
0.4% |
131-295 |
High |
133-125 |
133-225 |
0-100 |
0.2% |
132-255 |
Low |
132-185 |
133-065 |
0-200 |
0.5% |
131-285 |
Close |
133-070 |
133-175 |
0-105 |
0.2% |
132-215 |
Range |
0-260 |
0-160 |
-0-100 |
-38.5% |
0-290 |
ATR |
0-160 |
0-160 |
0-000 |
0.0% |
0-000 |
Volume |
1,946,423 |
1,846,518 |
-99,905 |
-5.1% |
6,152,441 |
|
Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-315 |
134-245 |
133-263 |
|
R3 |
134-155 |
134-085 |
133-219 |
|
R2 |
133-315 |
133-315 |
133-204 |
|
R1 |
133-245 |
133-245 |
133-190 |
133-280 |
PP |
133-155 |
133-155 |
133-155 |
133-172 |
S1 |
133-085 |
133-085 |
133-160 |
133-120 |
S2 |
132-315 |
132-315 |
133-146 |
|
S3 |
132-155 |
132-245 |
133-131 |
|
S4 |
131-315 |
132-085 |
133-087 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-055 |
134-265 |
133-054 |
|
R3 |
134-085 |
133-295 |
132-295 |
|
R2 |
133-115 |
133-115 |
132-268 |
|
R1 |
133-005 |
133-005 |
132-242 |
133-060 |
PP |
132-145 |
132-145 |
132-145 |
132-172 |
S1 |
132-035 |
132-035 |
132-188 |
132-090 |
S2 |
131-175 |
131-175 |
132-162 |
|
S3 |
130-205 |
131-065 |
132-135 |
|
S4 |
129-235 |
130-095 |
132-056 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-225 |
132-060 |
1-165 |
1.1% |
0-162 |
0.4% |
90% |
True |
False |
1,587,244 |
10 |
133-225 |
131-245 |
1-300 |
1.5% |
0-140 |
0.3% |
92% |
True |
False |
1,372,492 |
20 |
133-225 |
131-140 |
2-085 |
1.7% |
0-172 |
0.4% |
93% |
True |
False |
1,590,913 |
40 |
133-225 |
130-315 |
2-230 |
2.0% |
0-149 |
0.3% |
94% |
True |
False |
1,282,824 |
60 |
133-225 |
130-170 |
3-055 |
2.4% |
0-152 |
0.4% |
95% |
True |
False |
857,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-265 |
2.618 |
135-004 |
1.618 |
134-164 |
1.000 |
134-065 |
0.618 |
134-004 |
HIGH |
133-225 |
0.618 |
133-164 |
0.500 |
133-145 |
0.382 |
133-126 |
LOW |
133-065 |
0.618 |
132-286 |
1.000 |
132-225 |
1.618 |
132-126 |
2.618 |
131-286 |
4.250 |
131-025 |
|
|
Fisher Pivots for day following 07-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
133-165 |
133-113 |
PP |
133-155 |
133-052 |
S1 |
133-145 |
132-310 |
|