ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 09-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2021 |
09-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
133-185 |
133-255 |
0-070 |
0.2% |
132-240 |
High |
134-030 |
133-260 |
-0-090 |
-0.2% |
134-030 |
Low |
133-165 |
133-120 |
-0-045 |
-0.1% |
132-185 |
Close |
133-285 |
133-135 |
-0-150 |
-0.4% |
133-135 |
Range |
0-185 |
0-140 |
-0-045 |
-24.3% |
1-165 |
ATR |
0-161 |
0-162 |
0-000 |
0.2% |
0-000 |
Volume |
1,926,487 |
1,208,316 |
-718,171 |
-37.3% |
6,927,744 |
|
Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-272 |
134-183 |
133-212 |
|
R3 |
134-132 |
134-043 |
133-174 |
|
R2 |
133-312 |
133-312 |
133-161 |
|
R1 |
133-223 |
133-223 |
133-148 |
133-198 |
PP |
133-172 |
133-172 |
133-172 |
133-159 |
S1 |
133-083 |
133-083 |
133-122 |
133-058 |
S2 |
133-032 |
133-032 |
133-109 |
|
S3 |
132-212 |
132-263 |
133-096 |
|
S4 |
132-072 |
132-123 |
133-058 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-292 |
137-058 |
134-082 |
|
R3 |
136-127 |
135-213 |
133-268 |
|
R2 |
134-282 |
134-282 |
133-224 |
|
R1 |
134-048 |
134-048 |
133-179 |
134-165 |
PP |
133-117 |
133-117 |
133-117 |
133-175 |
S1 |
132-203 |
132-203 |
133-091 |
133-000 |
S2 |
131-272 |
131-272 |
133-046 |
|
S3 |
130-107 |
131-038 |
133-002 |
|
S4 |
128-262 |
129-193 |
132-188 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-030 |
132-075 |
1-275 |
1.4% |
0-185 |
0.4% |
64% |
False |
False |
1,646,253 |
10 |
134-030 |
131-245 |
2-105 |
1.7% |
0-152 |
0.4% |
71% |
False |
False |
1,433,228 |
20 |
134-030 |
131-140 |
2-210 |
2.0% |
0-166 |
0.4% |
75% |
False |
False |
1,543,514 |
40 |
134-030 |
130-315 |
3-035 |
2.3% |
0-149 |
0.3% |
78% |
False |
False |
1,360,477 |
60 |
134-030 |
130-235 |
3-115 |
2.5% |
0-152 |
0.4% |
80% |
False |
False |
909,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-215 |
2.618 |
134-307 |
1.618 |
134-167 |
1.000 |
134-080 |
0.618 |
134-027 |
HIGH |
133-260 |
0.618 |
133-207 |
0.500 |
133-190 |
0.382 |
133-173 |
LOW |
133-120 |
0.618 |
133-033 |
1.000 |
132-300 |
1.618 |
132-213 |
2.618 |
132-073 |
4.250 |
131-165 |
|
|
Fisher Pivots for day following 09-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
133-190 |
133-208 |
PP |
133-172 |
133-183 |
S1 |
133-153 |
133-159 |
|