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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 3 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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