ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 04-Aug-2021
Day Change Summary
Previous Current
03-Aug-2021 04-Aug-2021 Change Change % Previous Week
Open 134-290 134-315 0-025 0.1% 134-060
High 135-060 135-140 0-080 0.2% 134-190
Low 134-250 134-200 -0-050 -0.1% 134-020
Close 135-000 134-265 -0-055 -0.1% 134-145
Range 0-130 0-260 0-130 100.0% 0-170
ATR 0-169 0-175 0-007 3.9% 0-000
Volume 1,081,659 1,722,812 641,153 59.3% 6,968,418
Daily Pivots for day following 04-Aug-2021
Classic Woodie Camarilla DeMark
R4 137-128 136-297 135-088
R3 136-188 136-037 135-016
R2 135-248 135-248 134-313
R1 135-097 135-097 134-289 135-042
PP 134-308 134-308 134-308 134-281
S1 134-157 134-157 134-241 134-102
S2 134-048 134-048 134-217
S3 133-108 133-217 134-194
S4 132-168 132-277 134-122
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
5 135-140 134-030 1-110 1.0% 0-175 0.4% 55% True False 1,464,816
10 135-140 133-275 1-185 1.2% 0-164 0.4% 61% True False 1,351,783
20 135-140 132-300 2-160 1.9% 0-178 0.4% 76% True False 1,520,758
40 135-140 131-140 4-000 3.0% 0-175 0.4% 85% True False 1,555,836
60 135-140 130-315 4-145 3.3% 0-158 0.4% 86% True False 1,362,135
80 135-140 130-170 4-290 3.6% 0-159 0.4% 88% True False 1,023,095
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 138-285
2.618 137-181
1.618 136-241
1.000 136-080
0.618 135-301
HIGH 135-140
0.618 135-041
0.500 135-010
0.382 134-299
LOW 134-200
0.618 134-039
1.000 133-260
1.618 133-099
2.618 132-159
4.250 131-055
Fisher Pivots for day following 04-Aug-2021
Pivot 1 day 3 day
R1 135-010 134-302
PP 134-308 134-290
S1 134-287 134-278

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

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