ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 06-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
134-265 |
134-135 |
-0-130 |
-0.3% |
134-170 |
High |
134-290 |
134-150 |
-0-140 |
-0.3% |
135-140 |
Low |
134-125 |
133-285 |
-0-160 |
-0.4% |
133-285 |
Close |
134-160 |
134-000 |
-0-160 |
-0.4% |
134-000 |
Range |
0-165 |
0-185 |
0-020 |
12.1% |
1-175 |
ATR |
0-175 |
0-176 |
0-001 |
0.8% |
0-000 |
Volume |
1,272,560 |
1,603,639 |
331,079 |
26.0% |
7,060,109 |
|
Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-273 |
135-162 |
134-102 |
|
R3 |
135-088 |
134-297 |
134-051 |
|
R2 |
134-223 |
134-223 |
134-034 |
|
R1 |
134-112 |
134-112 |
134-017 |
134-075 |
PP |
134-038 |
134-038 |
134-038 |
134-020 |
S1 |
133-247 |
133-247 |
133-303 |
133-210 |
S2 |
133-173 |
133-173 |
133-286 |
|
S3 |
132-308 |
133-062 |
133-269 |
|
S4 |
132-123 |
132-197 |
133-218 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-027 |
138-028 |
134-272 |
|
R3 |
137-172 |
136-173 |
134-136 |
|
R2 |
135-317 |
135-317 |
134-091 |
|
R1 |
134-318 |
134-318 |
134-045 |
134-230 |
PP |
134-142 |
134-142 |
134-142 |
134-098 |
S1 |
133-143 |
133-143 |
133-275 |
133-055 |
S2 |
132-287 |
132-287 |
133-229 |
|
S3 |
131-112 |
131-288 |
133-184 |
|
S4 |
129-257 |
130-113 |
133-048 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135-140 |
133-285 |
1-175 |
1.2% |
0-193 |
0.5% |
7% |
False |
True |
1,412,021 |
10 |
135-140 |
133-285 |
1-175 |
1.2% |
0-170 |
0.4% |
7% |
False |
True |
1,402,852 |
20 |
135-140 |
132-300 |
2-160 |
1.9% |
0-179 |
0.4% |
43% |
False |
False |
1,507,828 |
40 |
135-140 |
131-140 |
4-000 |
3.0% |
0-173 |
0.4% |
64% |
False |
False |
1,525,671 |
60 |
135-140 |
130-315 |
4-145 |
3.3% |
0-159 |
0.4% |
68% |
False |
False |
1,409,594 |
80 |
135-140 |
130-235 |
4-225 |
3.5% |
0-159 |
0.4% |
69% |
False |
False |
1,059,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-296 |
2.618 |
135-314 |
1.618 |
135-129 |
1.000 |
135-015 |
0.618 |
134-264 |
HIGH |
134-150 |
0.618 |
134-079 |
0.500 |
134-058 |
0.382 |
134-036 |
LOW |
133-285 |
0.618 |
133-171 |
1.000 |
133-100 |
1.618 |
132-306 |
2.618 |
132-121 |
4.250 |
131-139 |
|
|
Fisher Pivots for day following 06-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
134-058 |
134-212 |
PP |
134-038 |
134-142 |
S1 |
134-019 |
134-071 |
|