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 |
|
|
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 |
|