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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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