ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 15-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
132-310 |
133-160 |
0-170 |
0.4% |
132-240 |
High |
133-170 |
133-280 |
0-110 |
0.3% |
134-030 |
Low |
132-300 |
133-140 |
0-160 |
0.4% |
132-185 |
Close |
133-145 |
133-255 |
0-110 |
0.3% |
133-135 |
Range |
0-190 |
0-140 |
-0-050 |
-26.3% |
1-165 |
ATR |
0-163 |
0-161 |
-0-002 |
-1.0% |
0-000 |
Volume |
1,469,059 |
1,503,254 |
34,195 |
2.3% |
6,927,744 |
|
Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-005 |
134-270 |
134-012 |
|
R3 |
134-185 |
134-130 |
133-294 |
|
R2 |
134-045 |
134-045 |
133-281 |
|
R1 |
133-310 |
133-310 |
133-268 |
134-018 |
PP |
133-225 |
133-225 |
133-225 |
133-239 |
S1 |
133-170 |
133-170 |
133-242 |
133-198 |
S2 |
133-085 |
133-085 |
133-229 |
|
S3 |
132-265 |
133-030 |
133-216 |
|
S4 |
132-125 |
132-210 |
133-178 |
|
|
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 |
133-280 |
132-300 |
0-300 |
0.7% |
0-156 |
0.4% |
92% |
True |
False |
1,510,450 |
10 |
134-030 |
132-060 |
1-290 |
1.4% |
0-166 |
0.4% |
84% |
False |
False |
1,569,977 |
20 |
134-030 |
131-140 |
2-210 |
2.0% |
0-164 |
0.4% |
89% |
False |
False |
1,569,477 |
40 |
134-030 |
131-010 |
3-020 |
2.3% |
0-153 |
0.4% |
90% |
False |
False |
1,514,583 |
60 |
134-030 |
130-235 |
3-115 |
2.5% |
0-150 |
0.4% |
91% |
False |
False |
1,015,043 |
80 |
134-030 |
129-250 |
4-100 |
3.2% |
0-150 |
0.4% |
93% |
False |
False |
761,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-235 |
2.618 |
135-007 |
1.618 |
134-187 |
1.000 |
134-100 |
0.618 |
134-047 |
HIGH |
133-280 |
0.618 |
133-227 |
0.500 |
133-210 |
0.382 |
133-193 |
LOW |
133-140 |
0.618 |
133-053 |
1.000 |
133-000 |
1.618 |
132-233 |
2.618 |
132-093 |
4.250 |
131-185 |
|
|
Fisher Pivots for day following 15-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
133-240 |
133-213 |
PP |
133-225 |
133-172 |
S1 |
133-210 |
133-130 |
|