ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 16-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
133-165 |
134-040 |
0-195 |
0.5% |
133-290 |
High |
134-030 |
134-180 |
0-150 |
0.3% |
134-065 |
Low |
133-150 |
134-020 |
0-190 |
0.4% |
133-095 |
Close |
133-305 |
134-105 |
0-120 |
0.3% |
133-305 |
Range |
0-200 |
0-160 |
-0-040 |
-20.0% |
0-290 |
ATR |
0-173 |
0-174 |
0-002 |
0.9% |
0-000 |
Volume |
967,146 |
1,375,814 |
408,668 |
42.3% |
6,109,054 |
|
Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-262 |
135-183 |
134-193 |
|
R3 |
135-102 |
135-023 |
134-149 |
|
R2 |
134-262 |
134-262 |
134-134 |
|
R1 |
134-183 |
134-183 |
134-120 |
134-222 |
PP |
134-102 |
134-102 |
134-102 |
134-121 |
S1 |
134-023 |
134-023 |
134-090 |
134-062 |
S2 |
133-262 |
133-262 |
134-076 |
|
S3 |
133-102 |
133-183 |
134-061 |
|
S4 |
132-262 |
133-023 |
134-017 |
|
|
Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-172 |
136-048 |
134-144 |
|
R3 |
135-202 |
135-078 |
134-065 |
|
R2 |
134-232 |
134-232 |
134-038 |
|
R1 |
134-108 |
134-108 |
134-012 |
134-170 |
PP |
133-262 |
133-262 |
133-262 |
133-292 |
S1 |
133-138 |
133-138 |
133-278 |
133-200 |
S2 |
132-292 |
132-292 |
133-252 |
|
S3 |
132-002 |
132-168 |
133-225 |
|
S4 |
131-032 |
131-198 |
133-146 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-180 |
133-095 |
1-085 |
0.9% |
0-160 |
0.4% |
81% |
True |
False |
1,261,234 |
10 |
135-140 |
133-095 |
2-045 |
1.6% |
0-172 |
0.4% |
48% |
False |
False |
1,316,553 |
20 |
135-140 |
133-095 |
2-045 |
1.6% |
0-174 |
0.4% |
48% |
False |
False |
1,399,152 |
40 |
135-140 |
131-245 |
3-215 |
2.7% |
0-168 |
0.4% |
70% |
False |
False |
1,445,690 |
60 |
135-140 |
131-140 |
4-000 |
3.0% |
0-162 |
0.4% |
72% |
False |
False |
1,525,357 |
80 |
135-140 |
130-235 |
4-225 |
3.5% |
0-159 |
0.4% |
76% |
False |
False |
1,152,436 |
100 |
135-140 |
129-250 |
5-210 |
4.2% |
0-157 |
0.4% |
80% |
False |
False |
922,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-220 |
2.618 |
135-279 |
1.618 |
135-119 |
1.000 |
135-020 |
0.618 |
134-279 |
HIGH |
134-180 |
0.618 |
134-119 |
0.500 |
134-100 |
0.382 |
134-081 |
LOW |
134-020 |
0.618 |
133-241 |
1.000 |
133-180 |
1.618 |
133-081 |
2.618 |
132-241 |
4.250 |
131-300 |
|
|
Fisher Pivots for day following 16-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
134-103 |
134-068 |
PP |
134-102 |
134-032 |
S1 |
134-100 |
133-315 |
|