ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 30-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
134-145 |
134-060 |
-0-085 |
-0.2% |
134-060 |
High |
134-160 |
134-190 |
0-030 |
0.1% |
134-190 |
Low |
134-030 |
134-060 |
0-030 |
0.1% |
134-020 |
Close |
134-070 |
134-145 |
0-075 |
0.2% |
134-145 |
Range |
0-130 |
0-130 |
0-000 |
0.0% |
0-170 |
ATR |
0-171 |
0-168 |
-0-003 |
-1.7% |
0-000 |
Volume |
1,386,720 |
1,753,454 |
366,734 |
26.4% |
6,968,418 |
|
Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-202 |
135-143 |
134-216 |
|
R3 |
135-072 |
135-013 |
134-181 |
|
R2 |
134-262 |
134-262 |
134-169 |
|
R1 |
134-203 |
134-203 |
134-157 |
134-232 |
PP |
134-132 |
134-132 |
134-132 |
134-146 |
S1 |
134-073 |
134-073 |
134-133 |
134-102 |
S2 |
134-002 |
134-002 |
134-121 |
|
S3 |
133-192 |
133-263 |
134-109 |
|
S4 |
133-062 |
133-133 |
134-074 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-308 |
135-237 |
134-238 |
|
R3 |
135-138 |
135-067 |
134-192 |
|
R2 |
134-288 |
134-288 |
134-176 |
|
R1 |
134-217 |
134-217 |
134-161 |
134-252 |
PP |
134-118 |
134-118 |
134-118 |
134-136 |
S1 |
134-047 |
134-047 |
134-129 |
134-082 |
S2 |
133-268 |
133-268 |
134-114 |
|
S3 |
133-098 |
133-197 |
134-098 |
|
S4 |
132-248 |
133-027 |
134-052 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-190 |
134-020 |
0-170 |
0.4% |
0-147 |
0.3% |
74% |
True |
False |
1,393,683 |
10 |
135-070 |
133-260 |
1-130 |
1.0% |
0-186 |
0.4% |
46% |
False |
False |
1,569,140 |
20 |
135-070 |
132-075 |
2-315 |
2.2% |
0-177 |
0.4% |
74% |
False |
False |
1,566,386 |
40 |
135-070 |
131-140 |
3-250 |
2.8% |
0-170 |
0.4% |
80% |
False |
False |
1,555,348 |
60 |
135-070 |
130-315 |
4-075 |
3.1% |
0-157 |
0.4% |
82% |
False |
False |
1,292,939 |
80 |
135-070 |
130-170 |
4-220 |
3.5% |
0-156 |
0.4% |
84% |
False |
False |
970,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-102 |
2.618 |
135-210 |
1.618 |
135-080 |
1.000 |
135-000 |
0.618 |
134-270 |
HIGH |
134-190 |
0.618 |
134-140 |
0.500 |
134-125 |
0.382 |
134-110 |
LOW |
134-060 |
0.618 |
133-300 |
1.000 |
133-250 |
1.618 |
133-170 |
2.618 |
133-040 |
4.250 |
132-148 |
|
|
Fisher Pivots for day following 30-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
134-138 |
134-132 |
PP |
134-132 |
134-120 |
S1 |
134-125 |
134-108 |
|