ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 12-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
133-255 |
133-125 |
-0-130 |
-0.3% |
132-240 |
High |
133-260 |
133-205 |
-0-055 |
-0.1% |
134-030 |
Low |
133-120 |
133-085 |
-0-035 |
-0.1% |
132-185 |
Close |
133-135 |
133-130 |
-0-005 |
0.0% |
133-135 |
Range |
0-140 |
0-120 |
-0-020 |
-14.3% |
1-165 |
ATR |
0-162 |
0-159 |
-0-003 |
-1.8% |
0-000 |
Volume |
1,208,316 |
1,349,716 |
141,400 |
11.7% |
6,927,744 |
|
Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-180 |
134-115 |
133-196 |
|
R3 |
134-060 |
133-315 |
133-163 |
|
R2 |
133-260 |
133-260 |
133-152 |
|
R1 |
133-195 |
133-195 |
133-141 |
133-228 |
PP |
133-140 |
133-140 |
133-140 |
133-156 |
S1 |
133-075 |
133-075 |
133-119 |
133-108 |
S2 |
133-020 |
133-020 |
133-108 |
|
S3 |
132-220 |
132-275 |
133-097 |
|
S4 |
132-100 |
132-155 |
133-064 |
|
|
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 |
132-185 |
1-165 |
1.1% |
0-173 |
0.4% |
55% |
False |
False |
1,655,492 |
10 |
134-030 |
131-285 |
2-065 |
1.7% |
0-148 |
0.3% |
69% |
False |
False |
1,442,990 |
20 |
134-030 |
131-140 |
2-210 |
2.0% |
0-165 |
0.4% |
74% |
False |
False |
1,542,046 |
40 |
134-030 |
131-010 |
3-020 |
2.3% |
0-148 |
0.3% |
78% |
False |
False |
1,393,708 |
60 |
134-030 |
130-235 |
3-115 |
2.5% |
0-149 |
0.3% |
80% |
False |
False |
931,861 |
80 |
134-030 |
129-250 |
4-100 |
3.2% |
0-150 |
0.4% |
84% |
False |
False |
698,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-075 |
2.618 |
134-199 |
1.618 |
134-079 |
1.000 |
134-005 |
0.618 |
133-279 |
HIGH |
133-205 |
0.618 |
133-159 |
0.500 |
133-145 |
0.382 |
133-131 |
LOW |
133-085 |
0.618 |
133-011 |
1.000 |
132-285 |
1.618 |
132-211 |
2.618 |
132-091 |
4.250 |
131-215 |
|
|
Fisher Pivots for day following 12-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
133-145 |
133-218 |
PP |
133-140 |
133-188 |
S1 |
133-135 |
133-159 |
|