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 |
|
|
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 |
|