ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 22-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
134-170 |
134-015 |
-0-155 |
-0.4% |
133-125 |
High |
134-265 |
134-150 |
-0-115 |
-0.3% |
133-280 |
Low |
133-315 |
133-275 |
-0-040 |
-0.1% |
132-300 |
Close |
134-035 |
134-080 |
0-045 |
0.1% |
133-250 |
Range |
0-270 |
0-195 |
-0-075 |
-27.8% |
0-300 |
ATR |
0-183 |
0-184 |
0-001 |
0.5% |
0-000 |
Volume |
1,909,685 |
1,449,036 |
-460,649 |
-24.1% |
7,405,061 |
|
Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-007 |
135-238 |
134-187 |
|
R3 |
135-132 |
135-043 |
134-134 |
|
R2 |
134-257 |
134-257 |
134-116 |
|
R1 |
134-168 |
134-168 |
134-098 |
134-212 |
PP |
134-062 |
134-062 |
134-062 |
134-084 |
S1 |
133-293 |
133-293 |
134-062 |
134-018 |
S2 |
133-187 |
133-187 |
134-044 |
|
S3 |
132-312 |
133-098 |
134-026 |
|
S4 |
132-117 |
132-223 |
133-293 |
|
|
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 |
133-145 |
1-245 |
1.3% |
0-231 |
0.5% |
45% |
False |
False |
1,773,527 |
10 |
135-070 |
132-300 |
2-090 |
1.7% |
0-194 |
0.5% |
58% |
False |
False |
1,641,988 |
20 |
135-070 |
131-245 |
3-145 |
2.6% |
0-170 |
0.4% |
72% |
False |
False |
1,538,395 |
40 |
135-070 |
131-140 |
3-250 |
2.8% |
0-166 |
0.4% |
74% |
False |
False |
1,592,357 |
60 |
135-070 |
130-235 |
4-155 |
3.3% |
0-159 |
0.4% |
78% |
False |
False |
1,162,577 |
80 |
135-070 |
129-250 |
5-140 |
4.1% |
0-158 |
0.4% |
82% |
False |
False |
872,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-019 |
2.618 |
136-021 |
1.618 |
135-146 |
1.000 |
135-025 |
0.618 |
134-271 |
HIGH |
134-150 |
0.618 |
134-076 |
0.500 |
134-052 |
0.382 |
134-029 |
LOW |
133-275 |
0.618 |
133-154 |
1.000 |
133-080 |
1.618 |
132-279 |
2.618 |
132-084 |
4.250 |
131-086 |
|
|
Fisher Pivots for day following 22-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
134-071 |
134-172 |
PP |
134-062 |
134-142 |
S1 |
134-052 |
134-111 |
|