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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Narrowest range in 2 trading days
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

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

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