ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 19-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
133-250 |
133-270 |
0-020 |
0.0% |
133-125 |
High |
133-270 |
134-255 |
0-305 |
0.7% |
133-280 |
Low |
133-145 |
133-260 |
0-115 |
0.3% |
132-300 |
Close |
133-250 |
134-220 |
0-290 |
0.7% |
133-250 |
Range |
0-125 |
0-315 |
0-190 |
152.0% |
0-300 |
ATR |
0-159 |
0-171 |
0-012 |
7.5% |
0-000 |
Volume |
1,061,127 |
2,253,335 |
1,192,208 |
112.4% |
7,405,061 |
|
Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-123 |
137-007 |
135-073 |
|
R3 |
136-128 |
136-012 |
134-307 |
|
R2 |
135-133 |
135-133 |
134-278 |
|
R1 |
135-017 |
135-017 |
134-249 |
135-075 |
PP |
134-138 |
134-138 |
134-138 |
134-168 |
S1 |
134-022 |
134-022 |
134-191 |
134-080 |
S2 |
133-143 |
133-143 |
134-162 |
|
S3 |
132-148 |
133-027 |
134-133 |
|
S4 |
131-153 |
132-032 |
134-047 |
|
|
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 |
134-255 |
132-300 |
1-275 |
1.4% |
0-192 |
0.4% |
94% |
True |
False |
1,661,736 |
10 |
134-255 |
132-185 |
2-070 |
1.6% |
0-182 |
0.4% |
95% |
True |
False |
1,658,614 |
20 |
134-255 |
131-245 |
3-010 |
2.3% |
0-162 |
0.4% |
96% |
True |
False |
1,492,228 |
40 |
134-255 |
131-140 |
3-115 |
2.5% |
0-155 |
0.4% |
97% |
True |
False |
1,588,459 |
60 |
134-255 |
130-235 |
4-020 |
3.0% |
0-154 |
0.4% |
97% |
True |
False |
1,070,197 |
80 |
134-255 |
129-250 |
5-005 |
3.7% |
0-153 |
0.4% |
98% |
True |
False |
802,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-314 |
2.618 |
137-120 |
1.618 |
136-125 |
1.000 |
135-250 |
0.618 |
135-130 |
HIGH |
134-255 |
0.618 |
134-135 |
0.500 |
134-098 |
0.382 |
134-060 |
LOW |
133-260 |
0.618 |
133-065 |
1.000 |
132-265 |
1.618 |
132-070 |
2.618 |
131-075 |
4.250 |
129-201 |
|
|
Fisher Pivots for day following 19-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
134-179 |
134-159 |
PP |
134-138 |
134-098 |
S1 |
134-098 |
134-038 |
|