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 |
|
|
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 |
|