ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 11-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
133-225 |
133-165 |
-0-060 |
-0.1% |
134-170 |
High |
133-275 |
133-290 |
0-015 |
0.0% |
135-140 |
Low |
133-150 |
133-095 |
-0-055 |
-0.1% |
133-285 |
Close |
133-175 |
133-185 |
0-010 |
0.0% |
134-000 |
Range |
0-125 |
0-195 |
0-070 |
56.0% |
1-175 |
ATR |
0-172 |
0-174 |
0-002 |
0.9% |
0-000 |
Volume |
1,281,304 |
1,724,961 |
443,657 |
34.6% |
7,060,109 |
|
Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-135 |
135-035 |
133-292 |
|
R3 |
134-260 |
134-160 |
133-239 |
|
R2 |
134-065 |
134-065 |
133-221 |
|
R1 |
133-285 |
133-285 |
133-203 |
134-015 |
PP |
133-190 |
133-190 |
133-190 |
133-215 |
S1 |
133-090 |
133-090 |
133-167 |
133-140 |
S2 |
132-315 |
132-315 |
133-149 |
|
S3 |
132-120 |
132-215 |
133-131 |
|
S4 |
131-245 |
132-020 |
133-078 |
|
|
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 |
134-290 |
133-095 |
1-195 |
1.2% |
0-169 |
0.4% |
17% |
False |
True |
1,412,231 |
10 |
135-140 |
133-095 |
2-045 |
1.6% |
0-172 |
0.4% |
13% |
False |
True |
1,438,524 |
20 |
135-140 |
133-095 |
2-045 |
1.6% |
0-179 |
0.4% |
13% |
False |
True |
1,475,042 |
40 |
135-140 |
131-140 |
4-000 |
3.0% |
0-176 |
0.4% |
54% |
False |
False |
1,538,317 |
60 |
135-140 |
131-010 |
4-130 |
3.3% |
0-161 |
0.4% |
58% |
False |
False |
1,477,822 |
80 |
135-140 |
130-235 |
4-225 |
3.5% |
0-158 |
0.4% |
60% |
False |
False |
1,111,270 |
100 |
135-140 |
129-250 |
5-210 |
4.2% |
0-155 |
0.4% |
67% |
False |
False |
889,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-159 |
2.618 |
135-161 |
1.618 |
134-286 |
1.000 |
134-165 |
0.618 |
134-091 |
HIGH |
133-290 |
0.618 |
133-216 |
0.500 |
133-192 |
0.382 |
133-169 |
LOW |
133-095 |
0.618 |
132-294 |
1.000 |
132-220 |
1.618 |
132-099 |
2.618 |
131-224 |
4.250 |
130-226 |
|
|
Fisher Pivots for day following 11-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
133-192 |
133-240 |
PP |
133-190 |
133-222 |
S1 |
133-188 |
133-203 |
|