ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 29-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
134-125 |
134-145 |
0-020 |
0.0% |
133-270 |
High |
134-180 |
134-160 |
-0-020 |
0.0% |
135-070 |
Low |
134-025 |
134-030 |
0-005 |
0.0% |
133-260 |
Close |
134-085 |
134-070 |
-0-015 |
0.0% |
134-045 |
Range |
0-155 |
0-130 |
-0-025 |
-16.1% |
1-130 |
ATR |
0-174 |
0-171 |
-0-003 |
-1.8% |
0-000 |
Volume |
1,555,292 |
1,386,720 |
-168,572 |
-10.8% |
8,722,985 |
|
Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-157 |
135-083 |
134-142 |
|
R3 |
135-027 |
134-273 |
134-106 |
|
R2 |
134-217 |
134-217 |
134-094 |
|
R1 |
134-143 |
134-143 |
134-082 |
134-115 |
PP |
134-087 |
134-087 |
134-087 |
134-072 |
S1 |
134-013 |
134-013 |
134-058 |
133-305 |
S2 |
133-277 |
133-277 |
134-046 |
|
S3 |
133-147 |
133-203 |
134-034 |
|
S4 |
133-017 |
133-073 |
133-318 |
|
|
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 |
133-300 |
0-210 |
0.5% |
0-139 |
0.3% |
43% |
False |
False |
1,226,287 |
10 |
135-070 |
133-145 |
1-245 |
1.3% |
0-185 |
0.4% |
43% |
False |
False |
1,499,907 |
20 |
135-070 |
132-060 |
3-010 |
2.3% |
0-175 |
0.4% |
67% |
False |
False |
1,534,942 |
40 |
135-070 |
131-140 |
3-250 |
2.8% |
0-170 |
0.4% |
74% |
False |
False |
1,540,785 |
60 |
135-070 |
130-315 |
4-075 |
3.2% |
0-157 |
0.4% |
76% |
False |
False |
1,263,809 |
80 |
135-070 |
130-170 |
4-220 |
3.5% |
0-156 |
0.4% |
79% |
False |
False |
948,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-072 |
2.618 |
135-180 |
1.618 |
135-050 |
1.000 |
134-290 |
0.618 |
134-240 |
HIGH |
134-160 |
0.618 |
134-110 |
0.500 |
134-095 |
0.382 |
134-080 |
LOW |
134-030 |
0.618 |
133-270 |
1.000 |
133-220 |
1.618 |
133-140 |
2.618 |
133-010 |
4.250 |
132-118 |
|
|
Fisher Pivots for day following 29-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
134-095 |
134-102 |
PP |
134-087 |
134-092 |
S1 |
134-078 |
134-081 |
|