ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 14-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
133-130 |
132-310 |
-0-140 |
-0.3% |
132-240 |
High |
133-180 |
133-170 |
-0-010 |
0.0% |
134-030 |
Low |
132-310 |
132-300 |
-0-010 |
0.0% |
132-185 |
Close |
132-315 |
133-145 |
0-150 |
0.4% |
133-135 |
Range |
0-190 |
0-190 |
0-000 |
0.0% |
1-165 |
ATR |
0-161 |
0-163 |
0-002 |
1.3% |
0-000 |
Volume |
2,021,905 |
1,469,059 |
-552,846 |
-27.3% |
6,927,744 |
|
Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-028 |
134-277 |
133-250 |
|
R3 |
134-158 |
134-087 |
133-197 |
|
R2 |
133-288 |
133-288 |
133-180 |
|
R1 |
133-217 |
133-217 |
133-162 |
133-252 |
PP |
133-098 |
133-098 |
133-098 |
133-116 |
S1 |
133-027 |
133-027 |
133-128 |
133-062 |
S2 |
132-228 |
132-228 |
133-110 |
|
S3 |
132-038 |
132-157 |
133-093 |
|
S4 |
131-168 |
131-287 |
133-040 |
|
|
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 |
132-300 |
1-050 |
0.9% |
0-165 |
0.4% |
45% |
False |
True |
1,595,096 |
10 |
134-030 |
132-060 |
1-290 |
1.4% |
0-164 |
0.4% |
66% |
False |
False |
1,591,170 |
20 |
134-030 |
131-140 |
2-210 |
2.0% |
0-174 |
0.4% |
76% |
False |
False |
1,601,592 |
40 |
134-030 |
131-010 |
3-020 |
2.3% |
0-152 |
0.4% |
79% |
False |
False |
1,479,211 |
60 |
134-030 |
130-235 |
3-115 |
2.5% |
0-151 |
0.4% |
81% |
False |
False |
990,013 |
80 |
134-030 |
129-250 |
4-100 |
3.2% |
0-149 |
0.3% |
85% |
False |
False |
742,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-018 |
2.618 |
135-027 |
1.618 |
134-157 |
1.000 |
134-040 |
0.618 |
133-287 |
HIGH |
133-170 |
0.618 |
133-097 |
0.500 |
133-075 |
0.382 |
133-053 |
LOW |
132-300 |
0.618 |
132-183 |
1.000 |
132-110 |
1.618 |
131-313 |
2.618 |
131-123 |
4.250 |
130-132 |
|
|
Fisher Pivots for day following 14-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
133-122 |
133-128 |
PP |
133-098 |
133-110 |
S1 |
133-075 |
133-092 |
|