ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 10-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
133-290 |
133-225 |
-0-065 |
-0.2% |
134-170 |
High |
134-065 |
133-275 |
-0-110 |
-0.3% |
135-140 |
Low |
133-210 |
133-150 |
-0-060 |
-0.1% |
133-285 |
Close |
133-250 |
133-175 |
-0-075 |
-0.2% |
134-000 |
Range |
0-175 |
0-125 |
-0-050 |
-28.6% |
1-175 |
ATR |
0-176 |
0-172 |
-0-004 |
-2.1% |
0-000 |
Volume |
1,178,694 |
1,281,304 |
102,610 |
8.7% |
7,060,109 |
|
Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-255 |
134-180 |
133-244 |
|
R3 |
134-130 |
134-055 |
133-209 |
|
R2 |
134-005 |
134-005 |
133-198 |
|
R1 |
133-250 |
133-250 |
133-186 |
133-225 |
PP |
133-200 |
133-200 |
133-200 |
133-188 |
S1 |
133-125 |
133-125 |
133-164 |
133-100 |
S2 |
133-075 |
133-075 |
133-152 |
|
S3 |
132-270 |
133-000 |
133-141 |
|
S4 |
132-145 |
132-195 |
133-106 |
|
|
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 |
133-150 |
1-310 |
1.5% |
0-182 |
0.4% |
4% |
False |
True |
1,411,801 |
10 |
135-140 |
133-150 |
1-310 |
1.5% |
0-168 |
0.4% |
4% |
False |
True |
1,421,557 |
20 |
135-140 |
132-300 |
2-160 |
1.9% |
0-179 |
0.4% |
24% |
False |
False |
1,462,247 |
40 |
135-140 |
131-140 |
4-000 |
3.0% |
0-173 |
0.4% |
53% |
False |
False |
1,526,914 |
60 |
135-140 |
131-010 |
4-130 |
3.3% |
0-160 |
0.4% |
57% |
False |
False |
1,449,846 |
80 |
135-140 |
130-235 |
4-225 |
3.5% |
0-158 |
0.4% |
60% |
False |
False |
1,089,719 |
100 |
135-140 |
129-250 |
5-210 |
4.2% |
0-155 |
0.4% |
67% |
False |
False |
871,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-166 |
2.618 |
134-282 |
1.618 |
134-157 |
1.000 |
134-080 |
0.618 |
134-032 |
HIGH |
133-275 |
0.618 |
133-227 |
0.500 |
133-212 |
0.382 |
133-198 |
LOW |
133-150 |
0.618 |
133-073 |
1.000 |
133-025 |
1.618 |
132-268 |
2.618 |
132-143 |
4.250 |
131-259 |
|
|
Fisher Pivots for day following 10-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
133-212 |
133-310 |
PP |
133-200 |
133-265 |
S1 |
133-188 |
133-220 |
|