ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 08-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2021 |
08-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
133-110 |
133-185 |
0-075 |
0.2% |
131-295 |
High |
133-225 |
134-030 |
0-125 |
0.3% |
132-255 |
Low |
133-065 |
133-165 |
0-100 |
0.2% |
131-285 |
Close |
133-175 |
133-285 |
0-110 |
0.3% |
132-215 |
Range |
0-160 |
0-185 |
0-025 |
15.6% |
0-290 |
ATR |
0-160 |
0-161 |
0-002 |
1.1% |
0-000 |
Volume |
1,846,518 |
1,926,487 |
79,969 |
4.3% |
6,152,441 |
|
Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-182 |
135-098 |
134-067 |
|
R3 |
134-317 |
134-233 |
134-016 |
|
R2 |
134-132 |
134-132 |
133-319 |
|
R1 |
134-048 |
134-048 |
133-302 |
134-090 |
PP |
133-267 |
133-267 |
133-267 |
133-288 |
S1 |
133-183 |
133-183 |
133-268 |
133-225 |
S2 |
133-082 |
133-082 |
133-251 |
|
S3 |
132-217 |
132-318 |
133-234 |
|
S4 |
132-032 |
132-133 |
133-183 |
|
|
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 |
134-030 |
132-060 |
1-290 |
1.4% |
0-175 |
0.4% |
89% |
True |
False |
1,629,505 |
10 |
134-030 |
131-245 |
2-105 |
1.7% |
0-146 |
0.3% |
91% |
True |
False |
1,434,801 |
20 |
134-030 |
131-140 |
2-210 |
2.0% |
0-172 |
0.4% |
92% |
True |
False |
1,597,080 |
40 |
134-030 |
130-315 |
3-035 |
2.3% |
0-151 |
0.4% |
93% |
True |
False |
1,330,778 |
60 |
134-030 |
130-235 |
3-115 |
2.5% |
0-151 |
0.4% |
94% |
True |
False |
889,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-176 |
2.618 |
135-194 |
1.618 |
135-009 |
1.000 |
134-215 |
0.618 |
134-144 |
HIGH |
134-030 |
0.618 |
133-279 |
0.500 |
133-258 |
0.382 |
133-236 |
LOW |
133-165 |
0.618 |
133-051 |
1.000 |
132-300 |
1.618 |
132-186 |
2.618 |
132-001 |
4.250 |
131-019 |
|
|
Fisher Pivots for day following 08-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
133-276 |
133-226 |
PP |
133-267 |
133-167 |
S1 |
133-258 |
133-108 |
|