ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 27-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
134-060 |
134-035 |
-0-025 |
-0.1% |
133-270 |
High |
134-190 |
134-180 |
-0-010 |
0.0% |
135-070 |
Low |
134-020 |
134-030 |
0-010 |
0.0% |
133-260 |
Close |
134-065 |
134-150 |
0-085 |
0.2% |
134-045 |
Range |
0-170 |
0-150 |
-0-020 |
-11.8% |
1-130 |
ATR |
0-177 |
0-175 |
-0-002 |
-1.1% |
0-000 |
Volume |
1,068,621 |
1,204,331 |
135,710 |
12.7% |
8,722,985 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-250 |
135-190 |
134-232 |
|
R3 |
135-100 |
135-040 |
134-191 |
|
R2 |
134-270 |
134-270 |
134-178 |
|
R1 |
134-210 |
134-210 |
134-164 |
134-240 |
PP |
134-120 |
134-120 |
134-120 |
134-135 |
S1 |
134-060 |
134-060 |
134-136 |
134-090 |
S2 |
133-290 |
133-290 |
134-122 |
|
S3 |
133-140 |
133-230 |
134-109 |
|
S4 |
132-310 |
133-080 |
134-068 |
|
|
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 |
134-265 |
133-275 |
0-310 |
0.7% |
0-175 |
0.4% |
63% |
False |
False |
1,309,629 |
10 |
135-070 |
132-300 |
2-090 |
1.7% |
0-190 |
0.4% |
67% |
False |
False |
1,502,937 |
20 |
135-070 |
132-005 |
3-065 |
2.4% |
0-172 |
0.4% |
77% |
False |
False |
1,525,725 |
40 |
135-070 |
131-140 |
3-250 |
2.8% |
0-168 |
0.4% |
80% |
False |
False |
1,527,070 |
60 |
135-070 |
130-315 |
4-075 |
3.1% |
0-159 |
0.4% |
82% |
False |
False |
1,215,360 |
80 |
135-070 |
129-310 |
5-080 |
3.9% |
0-156 |
0.4% |
86% |
False |
False |
912,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-178 |
2.618 |
135-253 |
1.618 |
135-103 |
1.000 |
135-010 |
0.618 |
134-273 |
HIGH |
134-180 |
0.618 |
134-123 |
0.500 |
134-105 |
0.382 |
134-087 |
LOW |
134-030 |
0.618 |
133-257 |
1.000 |
133-200 |
1.618 |
133-107 |
2.618 |
132-277 |
4.250 |
132-032 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
134-135 |
134-128 |
PP |
134-120 |
134-107 |
S1 |
134-105 |
134-085 |
|