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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 2 trading days
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

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

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