ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 23-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
134-015 |
134-040 |
0-025 |
0.1% |
133-270 |
High |
134-150 |
134-070 |
-0-080 |
-0.2% |
135-070 |
Low |
133-275 |
133-300 |
0-025 |
0.1% |
133-260 |
Close |
134-080 |
134-045 |
-0-035 |
-0.1% |
134-045 |
Range |
0-195 |
0-090 |
-0-105 |
-53.8% |
1-130 |
ATR |
0-184 |
0-178 |
-0-006 |
-3.3% |
0-000 |
Volume |
1,449,036 |
916,473 |
-532,563 |
-36.8% |
8,722,985 |
|
Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-302 |
134-263 |
134-094 |
|
R3 |
134-212 |
134-173 |
134-070 |
|
R2 |
134-122 |
134-122 |
134-062 |
|
R1 |
134-083 |
134-083 |
134-053 |
134-102 |
PP |
134-032 |
134-032 |
134-032 |
134-041 |
S1 |
133-313 |
133-313 |
134-037 |
134-012 |
S2 |
133-262 |
133-262 |
134-028 |
|
S3 |
133-172 |
133-223 |
134-020 |
|
S4 |
133-082 |
133-133 |
133-316 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-195 |
137-250 |
134-292 |
|
R3 |
137-065 |
136-120 |
134-169 |
|
R2 |
135-255 |
135-255 |
134-128 |
|
R1 |
134-310 |
134-310 |
134-086 |
135-122 |
PP |
134-125 |
134-125 |
134-125 |
134-191 |
S1 |
133-180 |
133-180 |
134-004 |
133-312 |
S2 |
132-315 |
132-315 |
133-282 |
|
S3 |
131-185 |
132-050 |
133-241 |
|
S4 |
130-055 |
130-240 |
133-118 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135-070 |
133-260 |
1-130 |
1.0% |
0-224 |
0.5% |
23% |
False |
False |
1,744,597 |
10 |
135-070 |
132-300 |
2-090 |
1.7% |
0-188 |
0.4% |
53% |
False |
False |
1,612,804 |
20 |
135-070 |
131-245 |
3-145 |
2.6% |
0-170 |
0.4% |
69% |
False |
False |
1,523,016 |
40 |
135-070 |
131-140 |
3-250 |
2.8% |
0-166 |
0.4% |
71% |
False |
False |
1,556,416 |
60 |
135-070 |
130-235 |
4-155 |
3.3% |
0-158 |
0.4% |
76% |
False |
False |
1,177,697 |
80 |
135-070 |
129-295 |
5-095 |
3.9% |
0-156 |
0.4% |
80% |
False |
False |
883,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-132 |
2.618 |
134-306 |
1.618 |
134-216 |
1.000 |
134-160 |
0.618 |
134-126 |
HIGH |
134-070 |
0.618 |
134-036 |
0.500 |
134-025 |
0.382 |
134-014 |
LOW |
133-300 |
0.618 |
133-244 |
1.000 |
133-210 |
1.618 |
133-154 |
2.618 |
133-064 |
4.250 |
132-238 |
|
|
Fisher Pivots for day following 23-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
134-038 |
134-110 |
PP |
134-032 |
134-088 |
S1 |
134-025 |
134-067 |
|