ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 21-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
134-190 |
134-170 |
-0-020 |
0.0% |
133-125 |
High |
135-070 |
134-265 |
-0-125 |
-0.3% |
133-280 |
Low |
134-140 |
133-315 |
-0-145 |
-0.3% |
132-300 |
Close |
134-215 |
134-035 |
-0-180 |
-0.4% |
133-250 |
Range |
0-250 |
0-270 |
0-020 |
8.0% |
0-300 |
ATR |
0-176 |
0-183 |
0-007 |
3.8% |
0-000 |
Volume |
2,194,456 |
1,909,685 |
-284,771 |
-13.0% |
7,405,061 |
|
Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-268 |
136-102 |
134-184 |
|
R3 |
135-318 |
135-152 |
134-109 |
|
R2 |
135-048 |
135-048 |
134-084 |
|
R1 |
134-202 |
134-202 |
134-060 |
134-150 |
PP |
134-098 |
134-098 |
134-098 |
134-072 |
S1 |
133-252 |
133-252 |
134-010 |
133-200 |
S2 |
133-148 |
133-148 |
133-306 |
|
S3 |
132-198 |
132-302 |
133-281 |
|
S4 |
131-248 |
132-032 |
133-206 |
|
|
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 |
133-140 |
1-250 |
1.3% |
0-220 |
0.5% |
38% |
False |
False |
1,784,371 |
10 |
135-070 |
132-300 |
2-090 |
1.7% |
0-192 |
0.4% |
51% |
False |
False |
1,689,734 |
20 |
135-070 |
131-245 |
3-145 |
2.6% |
0-166 |
0.4% |
68% |
False |
False |
1,531,113 |
40 |
135-070 |
131-140 |
3-250 |
2.8% |
0-164 |
0.4% |
71% |
False |
False |
1,636,391 |
60 |
135-070 |
130-235 |
4-155 |
3.3% |
0-158 |
0.4% |
75% |
False |
False |
1,138,511 |
80 |
135-070 |
129-250 |
5-140 |
4.1% |
0-157 |
0.4% |
80% |
False |
False |
854,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-132 |
2.618 |
137-012 |
1.618 |
136-062 |
1.000 |
135-215 |
0.618 |
135-112 |
HIGH |
134-265 |
0.618 |
134-162 |
0.500 |
134-130 |
0.382 |
134-098 |
LOW |
133-315 |
0.618 |
133-148 |
1.000 |
133-045 |
1.618 |
132-198 |
2.618 |
131-248 |
4.250 |
130-128 |
|
|
Fisher Pivots for day following 21-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
134-130 |
134-165 |
PP |
134-098 |
134-122 |
S1 |
134-067 |
134-078 |
|