ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 28-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
134-035 |
134-125 |
0-090 |
0.2% |
133-270 |
High |
134-180 |
134-180 |
0-000 |
0.0% |
135-070 |
Low |
134-030 |
134-025 |
-0-005 |
0.0% |
133-260 |
Close |
134-150 |
134-085 |
-0-065 |
-0.2% |
134-045 |
Range |
0-150 |
0-155 |
0-005 |
3.3% |
1-130 |
ATR |
0-175 |
0-174 |
-0-001 |
-0.8% |
0-000 |
Volume |
1,204,331 |
1,555,292 |
350,961 |
29.1% |
8,722,985 |
|
Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-242 |
135-158 |
134-170 |
|
R3 |
135-087 |
135-003 |
134-128 |
|
R2 |
134-252 |
134-252 |
134-113 |
|
R1 |
134-168 |
134-168 |
134-099 |
134-132 |
PP |
134-097 |
134-097 |
134-097 |
134-079 |
S1 |
134-013 |
134-013 |
134-071 |
133-298 |
S2 |
133-262 |
133-262 |
134-057 |
|
S3 |
133-107 |
133-178 |
134-042 |
|
S4 |
132-272 |
133-023 |
134-000 |
|
|
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 |
134-190 |
133-275 |
0-235 |
0.5% |
0-152 |
0.4% |
55% |
False |
False |
1,238,750 |
10 |
135-070 |
133-140 |
1-250 |
1.3% |
0-186 |
0.4% |
46% |
False |
False |
1,511,561 |
20 |
135-070 |
132-060 |
3-010 |
2.3% |
0-175 |
0.4% |
69% |
False |
False |
1,551,365 |
40 |
135-070 |
131-140 |
3-250 |
2.8% |
0-169 |
0.4% |
75% |
False |
False |
1,529,866 |
60 |
135-070 |
130-315 |
4-075 |
3.2% |
0-158 |
0.4% |
77% |
False |
False |
1,241,074 |
80 |
135-070 |
130-095 |
4-295 |
3.7% |
0-156 |
0.4% |
81% |
False |
False |
931,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-199 |
2.618 |
135-266 |
1.618 |
135-111 |
1.000 |
135-015 |
0.618 |
134-276 |
HIGH |
134-180 |
0.618 |
134-121 |
0.500 |
134-102 |
0.382 |
134-084 |
LOW |
134-025 |
0.618 |
133-249 |
1.000 |
133-190 |
1.618 |
133-094 |
2.618 |
132-259 |
4.250 |
132-006 |
|
|
Fisher Pivots for day following 28-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
134-102 |
134-105 |
PP |
134-097 |
134-098 |
S1 |
134-091 |
134-092 |
|