ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 16-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
133-160 |
133-250 |
0-090 |
0.2% |
133-125 |
High |
133-280 |
133-270 |
-0-010 |
0.0% |
133-280 |
Low |
133-140 |
133-145 |
0-005 |
0.0% |
132-300 |
Close |
133-255 |
133-250 |
-0-005 |
0.0% |
133-250 |
Range |
0-140 |
0-125 |
-0-015 |
-10.7% |
0-300 |
ATR |
0-161 |
0-159 |
-0-003 |
-1.6% |
0-000 |
Volume |
1,503,254 |
1,061,127 |
-442,127 |
-29.4% |
7,405,061 |
|
Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-277 |
134-228 |
133-319 |
|
R3 |
134-152 |
134-103 |
133-284 |
|
R2 |
134-027 |
134-027 |
133-273 |
|
R1 |
133-298 |
133-298 |
133-261 |
133-312 |
PP |
133-222 |
133-222 |
133-222 |
133-229 |
S1 |
133-173 |
133-173 |
133-239 |
133-188 |
S2 |
133-097 |
133-097 |
133-227 |
|
S3 |
132-292 |
133-048 |
133-216 |
|
S4 |
132-167 |
132-243 |
133-181 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-110 |
136-000 |
134-095 |
|
R3 |
135-130 |
135-020 |
134-012 |
|
R2 |
134-150 |
134-150 |
133-305 |
|
R1 |
134-040 |
134-040 |
133-278 |
134-095 |
PP |
133-170 |
133-170 |
133-170 |
133-198 |
S1 |
133-060 |
133-060 |
133-222 |
133-115 |
S2 |
132-190 |
132-190 |
133-195 |
|
S3 |
131-210 |
132-080 |
133-168 |
|
S4 |
130-230 |
131-100 |
133-085 |
|
|
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% |
0-153 |
0.4% |
90% |
False |
False |
1,481,012 |
10 |
134-030 |
132-075 |
1-275 |
1.4% |
0-169 |
0.4% |
83% |
False |
False |
1,563,633 |
20 |
134-030 |
131-210 |
2-140 |
1.8% |
0-158 |
0.4% |
87% |
False |
False |
1,490,053 |
40 |
134-030 |
131-050 |
2-300 |
2.2% |
0-151 |
0.4% |
89% |
False |
False |
1,537,558 |
60 |
134-030 |
130-235 |
3-115 |
2.5% |
0-151 |
0.4% |
91% |
False |
False |
1,032,691 |
80 |
134-030 |
129-250 |
4-100 |
3.2% |
0-150 |
0.4% |
93% |
False |
False |
774,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-161 |
2.618 |
134-277 |
1.618 |
134-152 |
1.000 |
134-075 |
0.618 |
134-027 |
HIGH |
133-270 |
0.618 |
133-222 |
0.500 |
133-208 |
0.382 |
133-193 |
LOW |
133-145 |
0.618 |
133-068 |
1.000 |
133-020 |
1.618 |
132-263 |
2.618 |
132-138 |
4.250 |
131-254 |
|
|
Fisher Pivots for day following 16-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
133-236 |
133-210 |
PP |
133-222 |
133-170 |
S1 |
133-208 |
133-130 |
|