ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 13-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
133-125 |
133-130 |
0-005 |
0.0% |
132-240 |
High |
133-205 |
133-180 |
-0-025 |
-0.1% |
134-030 |
Low |
133-085 |
132-310 |
-0-095 |
-0.2% |
132-185 |
Close |
133-130 |
132-315 |
-0-135 |
-0.3% |
133-135 |
Range |
0-120 |
0-190 |
0-070 |
58.3% |
1-165 |
ATR |
0-159 |
0-161 |
0-002 |
1.4% |
0-000 |
Volume |
1,349,716 |
2,021,905 |
672,189 |
49.8% |
6,927,744 |
|
Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-305 |
134-180 |
133-100 |
|
R3 |
134-115 |
133-310 |
133-047 |
|
R2 |
133-245 |
133-245 |
133-030 |
|
R1 |
133-120 |
133-120 |
133-012 |
133-088 |
PP |
133-055 |
133-055 |
133-055 |
133-039 |
S1 |
132-250 |
132-250 |
132-298 |
132-218 |
S2 |
132-185 |
132-185 |
132-280 |
|
S3 |
131-315 |
132-060 |
132-263 |
|
S4 |
131-125 |
131-190 |
132-210 |
|
|
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 |
132-310 |
1-040 |
0.8% |
0-159 |
0.4% |
1% |
False |
True |
1,670,588 |
10 |
134-030 |
132-005 |
2-025 |
1.6% |
0-154 |
0.4% |
47% |
False |
False |
1,548,513 |
20 |
134-030 |
131-140 |
2-210 |
2.0% |
0-168 |
0.4% |
58% |
False |
False |
1,591,581 |
40 |
134-030 |
131-010 |
3-020 |
2.3% |
0-150 |
0.4% |
64% |
False |
False |
1,443,645 |
60 |
134-030 |
130-235 |
3-115 |
2.5% |
0-150 |
0.4% |
67% |
False |
False |
965,542 |
80 |
134-030 |
129-250 |
4-100 |
3.2% |
0-149 |
0.3% |
74% |
False |
False |
724,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-028 |
2.618 |
135-037 |
1.618 |
134-167 |
1.000 |
134-050 |
0.618 |
133-297 |
HIGH |
133-180 |
0.618 |
133-107 |
0.500 |
133-085 |
0.382 |
133-063 |
LOW |
132-310 |
0.618 |
132-193 |
1.000 |
132-120 |
1.618 |
132-003 |
2.618 |
131-133 |
4.250 |
130-142 |
|
|
Fisher Pivots for day following 13-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
133-085 |
133-125 |
PP |
133-055 |
133-082 |
S1 |
133-025 |
133-038 |
|