ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 12-Aug-2021
Day Change Summary
Previous Current
11-Aug-2021 12-Aug-2021 Change Change % Previous Week
Open 133-165 133-190 0-025 0.1% 134-170
High 133-290 133-250 -0-040 -0.1% 135-140
Low 133-095 133-130 0-035 0.1% 133-285
Close 133-185 133-145 -0-040 -0.1% 134-000
Range 0-195 0-120 -0-075 -38.5% 1-175
ATR 0-174 0-170 -0-004 -2.2% 0-000
Volume 1,724,961 956,949 -768,012 -44.5% 7,060,109
Daily Pivots for day following 12-Aug-2021
Classic Woodie Camarilla DeMark
R4 134-215 134-140 133-211
R3 134-095 134-020 133-178
R2 133-295 133-295 133-167
R1 133-220 133-220 133-156 133-198
PP 133-175 133-175 133-175 133-164
S1 133-100 133-100 133-134 133-078
S2 133-055 133-055 133-123
S3 132-255 132-300 133-112
S4 132-135 132-180 133-079
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
5 134-150 133-095 1-055 0.9% 0-160 0.4% 13% False False 1,349,109
10 135-140 133-095 2-045 1.6% 0-171 0.4% 7% False False 1,395,547
20 135-140 133-095 2-045 1.6% 0-178 0.4% 7% False False 1,447,727
40 135-140 131-140 4-000 3.0% 0-171 0.4% 50% False False 1,508,602
60 135-140 131-010 4-130 3.3% 0-162 0.4% 55% False False 1,492,297
80 135-140 130-235 4-225 3.5% 0-157 0.4% 58% False False 1,123,214
100 135-140 129-250 5-210 4.2% 0-156 0.4% 65% False False 898,675
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 135-120
2.618 134-244
1.618 134-124
1.000 134-050
0.618 134-004
HIGH 133-250
0.618 133-204
0.500 133-190
0.382 133-176
LOW 133-130
0.618 133-056
1.000 133-010
1.618 132-256
2.618 132-136
4.250 131-260
Fisher Pivots for day following 12-Aug-2021
Pivot 1 day 3 day
R1 133-190 133-192
PP 133-175 133-177
S1 133-160 133-161

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols