ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 20-Jul-2021
Day Change Summary
Previous Current
19-Jul-2021 20-Jul-2021 Change Change % Previous Week
Open 133-270 134-190 0-240 0.6% 133-125
High 134-255 135-070 0-135 0.3% 133-280
Low 133-260 134-140 0-200 0.5% 132-300
Close 134-220 134-215 -0-005 0.0% 133-250
Range 0-315 0-250 -0-065 -20.6% 0-300
ATR 0-171 0-176 0-006 3.3% 0-000
Volume 2,253,335 2,194,456 -58,879 -2.6% 7,405,061
Daily Pivots for day following 20-Jul-2021
Classic Woodie Camarilla DeMark
R4 137-038 136-217 135-032
R3 136-108 135-287 134-284
R2 135-178 135-178 134-261
R1 135-037 135-037 134-238 135-108
PP 134-248 134-248 134-248 134-284
S1 134-107 134-107 134-192 134-178
S2 133-318 133-318 134-169
S3 133-068 133-177 134-146
S4 132-138 132-247 134-078
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
5 135-070 132-300 2-090 1.7% 0-204 0.5% 76% True False 1,696,246
10 135-070 132-300 2-090 1.7% 0-182 0.4% 76% True False 1,683,417
20 135-070 131-245 3-145 2.6% 0-159 0.4% 84% True False 1,504,839
40 135-070 131-140 3-250 2.8% 0-160 0.4% 86% True False 1,628,520
60 135-070 130-235 4-155 3.3% 0-156 0.4% 88% True False 1,106,754
80 135-070 129-250 5-140 4.0% 0-155 0.4% 90% True False 830,271
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-172
2.618 137-084
1.618 136-154
1.000 136-000
0.618 135-224
HIGH 135-070
0.618 134-294
0.500 134-265
0.382 134-236
LOW 134-140
0.618 133-306
1.000 133-210
1.618 133-056
2.618 132-126
4.250 131-038
Fisher Pivots for day following 20-Jul-2021
Pivot 1 day 3 day
R1 134-265 134-179
PP 134-248 134-143
S1 134-232 134-108

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

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