ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 02-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
134-060 |
134-170 |
0-110 |
0.3% |
134-060 |
High |
134-190 |
135-050 |
0-180 |
0.4% |
134-190 |
Low |
134-060 |
134-145 |
0-085 |
0.2% |
134-020 |
Close |
134-145 |
135-000 |
0-175 |
0.4% |
134-145 |
Range |
0-130 |
0-225 |
0-095 |
73.1% |
0-170 |
ATR |
0-168 |
0-172 |
0-004 |
2.4% |
0-000 |
Volume |
1,753,454 |
1,379,439 |
-374,015 |
-21.3% |
6,968,418 |
|
Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-313 |
136-222 |
135-124 |
|
R3 |
136-088 |
135-317 |
135-062 |
|
R2 |
135-183 |
135-183 |
135-041 |
|
R1 |
135-092 |
135-092 |
135-021 |
135-138 |
PP |
134-278 |
134-278 |
134-278 |
134-301 |
S1 |
134-187 |
134-187 |
134-299 |
134-232 |
S2 |
134-053 |
134-053 |
134-279 |
|
S3 |
133-148 |
133-282 |
134-258 |
|
S4 |
132-243 |
133-057 |
134-196 |
|
|
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 |
135-050 |
134-025 |
1-025 |
0.8% |
0-158 |
0.4% |
86% |
True |
False |
1,455,847 |
10 |
135-070 |
133-275 |
1-115 |
1.0% |
0-176 |
0.4% |
84% |
False |
False |
1,481,750 |
20 |
135-070 |
132-185 |
2-205 |
2.0% |
0-180 |
0.4% |
92% |
False |
False |
1,570,182 |
40 |
135-070 |
131-140 |
3-250 |
2.8% |
0-170 |
0.4% |
94% |
False |
False |
1,540,779 |
60 |
135-070 |
130-315 |
4-075 |
3.1% |
0-159 |
0.4% |
95% |
False |
False |
1,315,875 |
80 |
135-070 |
130-170 |
4-220 |
3.5% |
0-157 |
0.4% |
95% |
False |
False |
988,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-046 |
2.618 |
136-319 |
1.618 |
136-094 |
1.000 |
135-275 |
0.618 |
135-189 |
HIGH |
135-050 |
0.618 |
134-284 |
0.500 |
134-258 |
0.382 |
134-231 |
LOW |
134-145 |
0.618 |
134-006 |
1.000 |
133-240 |
1.618 |
133-101 |
2.618 |
132-196 |
4.250 |
131-149 |
|
|
Fisher Pivots for day following 02-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
134-299 |
134-280 |
PP |
134-278 |
134-240 |
S1 |
134-258 |
134-200 |
|