ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 03-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
134-170 |
134-290 |
0-120 |
0.3% |
134-060 |
High |
135-050 |
135-060 |
0-010 |
0.0% |
134-190 |
Low |
134-145 |
134-250 |
0-105 |
0.2% |
134-020 |
Close |
135-000 |
135-000 |
0-000 |
0.0% |
134-145 |
Range |
0-225 |
0-130 |
-0-095 |
-42.2% |
0-170 |
ATR |
0-172 |
0-169 |
-0-003 |
-1.7% |
0-000 |
Volume |
1,379,439 |
1,081,659 |
-297,780 |
-21.6% |
6,968,418 |
|
Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-067 |
136-003 |
135-072 |
|
R3 |
135-257 |
135-193 |
135-036 |
|
R2 |
135-127 |
135-127 |
135-024 |
|
R1 |
135-063 |
135-063 |
135-012 |
135-095 |
PP |
134-317 |
134-317 |
134-317 |
135-012 |
S1 |
134-253 |
134-253 |
134-308 |
134-285 |
S2 |
134-187 |
134-187 |
134-296 |
|
S3 |
134-057 |
134-123 |
134-284 |
|
S4 |
133-247 |
133-313 |
134-248 |
|
|
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 |
135-060 |
134-025 |
1-035 |
0.8% |
0-154 |
0.4% |
83% |
True |
False |
1,431,312 |
10 |
135-060 |
133-275 |
1-105 |
1.0% |
0-164 |
0.4% |
86% |
True |
False |
1,370,471 |
20 |
135-070 |
132-300 |
2-090 |
1.7% |
0-173 |
0.4% |
90% |
False |
False |
1,526,944 |
40 |
135-070 |
131-140 |
3-250 |
2.8% |
0-172 |
0.4% |
94% |
False |
False |
1,546,710 |
60 |
135-070 |
130-315 |
4-075 |
3.1% |
0-156 |
0.4% |
95% |
False |
False |
1,333,626 |
80 |
135-070 |
130-170 |
4-220 |
3.5% |
0-157 |
0.4% |
95% |
False |
False |
1,001,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-292 |
2.618 |
136-080 |
1.618 |
135-270 |
1.000 |
135-190 |
0.618 |
135-140 |
HIGH |
135-060 |
0.618 |
135-010 |
0.500 |
134-315 |
0.382 |
134-300 |
LOW |
134-250 |
0.618 |
134-170 |
1.000 |
134-120 |
1.618 |
134-040 |
2.618 |
133-230 |
4.250 |
133-018 |
|
|
Fisher Pivots for day following 03-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
134-318 |
134-287 |
PP |
134-317 |
134-253 |
S1 |
134-315 |
134-220 |
|