ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 26-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
134-040 |
134-060 |
0-020 |
0.0% |
133-270 |
High |
134-070 |
134-190 |
0-120 |
0.3% |
135-070 |
Low |
133-300 |
134-020 |
0-040 |
0.1% |
133-260 |
Close |
134-045 |
134-065 |
0-020 |
0.0% |
134-045 |
Range |
0-090 |
0-170 |
0-080 |
88.9% |
1-130 |
ATR |
0-178 |
0-177 |
-0-001 |
-0.3% |
0-000 |
Volume |
916,473 |
1,068,621 |
152,148 |
16.6% |
8,722,985 |
|
Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-282 |
135-183 |
134-158 |
|
R3 |
135-112 |
135-013 |
134-112 |
|
R2 |
134-262 |
134-262 |
134-096 |
|
R1 |
134-163 |
134-163 |
134-081 |
134-212 |
PP |
134-092 |
134-092 |
134-092 |
134-116 |
S1 |
133-313 |
133-313 |
134-049 |
134-042 |
S2 |
133-242 |
133-242 |
134-034 |
|
S3 |
133-072 |
133-143 |
134-018 |
|
S4 |
132-222 |
132-293 |
133-292 |
|
|
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 |
133-275 |
1-115 |
1.0% |
0-195 |
0.5% |
25% |
False |
False |
1,507,654 |
10 |
135-070 |
132-300 |
2-090 |
1.7% |
0-194 |
0.5% |
55% |
False |
False |
1,584,695 |
20 |
135-070 |
131-285 |
3-105 |
2.5% |
0-171 |
0.4% |
69% |
False |
False |
1,513,842 |
40 |
135-070 |
131-140 |
3-250 |
2.8% |
0-167 |
0.4% |
73% |
False |
False |
1,542,421 |
60 |
135-070 |
130-315 |
4-075 |
3.2% |
0-158 |
0.4% |
76% |
False |
False |
1,195,347 |
80 |
135-070 |
129-305 |
5-085 |
3.9% |
0-157 |
0.4% |
81% |
False |
False |
897,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-272 |
2.618 |
135-315 |
1.618 |
135-145 |
1.000 |
135-040 |
0.618 |
134-295 |
HIGH |
134-190 |
0.618 |
134-125 |
0.500 |
134-105 |
0.382 |
134-085 |
LOW |
134-020 |
0.618 |
133-235 |
1.000 |
133-170 |
1.618 |
133-065 |
2.618 |
132-215 |
4.250 |
131-258 |
|
|
Fisher Pivots for day following 26-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
134-105 |
134-072 |
PP |
134-092 |
134-070 |
S1 |
134-078 |
134-068 |
|