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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 2 trading days
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

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

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