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

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

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