ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 05-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
134-315 |
134-265 |
-0-050 |
-0.1% |
134-060 |
High |
135-140 |
134-290 |
-0-170 |
-0.4% |
134-190 |
Low |
134-200 |
134-125 |
-0-075 |
-0.2% |
134-020 |
Close |
134-265 |
134-160 |
-0-105 |
-0.2% |
134-145 |
Range |
0-260 |
0-165 |
-0-095 |
-36.5% |
0-170 |
ATR |
0-175 |
0-175 |
-0-001 |
-0.4% |
0-000 |
Volume |
1,722,812 |
1,272,560 |
-450,252 |
-26.1% |
6,968,418 |
|
Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-047 |
135-268 |
134-251 |
|
R3 |
135-202 |
135-103 |
134-205 |
|
R2 |
135-037 |
135-037 |
134-190 |
|
R1 |
134-258 |
134-258 |
134-175 |
134-225 |
PP |
134-192 |
134-192 |
134-192 |
134-175 |
S1 |
134-093 |
134-093 |
134-145 |
134-060 |
S2 |
134-027 |
134-027 |
134-130 |
|
S3 |
133-182 |
133-248 |
134-115 |
|
S4 |
133-017 |
133-083 |
134-069 |
|
|
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 |
134-060 |
1-080 |
0.9% |
0-182 |
0.4% |
25% |
False |
False |
1,441,984 |
10 |
135-140 |
133-300 |
1-160 |
1.1% |
0-160 |
0.4% |
38% |
False |
False |
1,334,136 |
20 |
135-140 |
132-300 |
2-160 |
1.9% |
0-177 |
0.4% |
63% |
False |
False |
1,488,062 |
40 |
135-140 |
131-140 |
4-000 |
3.0% |
0-174 |
0.4% |
77% |
False |
False |
1,542,571 |
60 |
135-140 |
130-315 |
4-145 |
3.3% |
0-159 |
0.4% |
79% |
False |
False |
1,383,206 |
80 |
135-140 |
130-235 |
4-225 |
3.5% |
0-158 |
0.4% |
80% |
False |
False |
1,039,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-031 |
2.618 |
136-082 |
1.618 |
135-237 |
1.000 |
135-135 |
0.618 |
135-072 |
HIGH |
134-290 |
0.618 |
134-227 |
0.500 |
134-208 |
0.382 |
134-188 |
LOW |
134-125 |
0.618 |
134-023 |
1.000 |
133-280 |
1.618 |
133-178 |
2.618 |
133-013 |
4.250 |
132-064 |
|
|
Fisher Pivots for day following 05-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
134-208 |
134-292 |
PP |
134-192 |
134-248 |
S1 |
134-176 |
134-204 |
|