ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 18-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
134-075 |
134-070 |
-0-005 |
0.0% |
133-290 |
High |
134-195 |
134-100 |
-0-095 |
-0.2% |
134-065 |
Low |
134-050 |
133-290 |
-0-080 |
-0.2% |
133-095 |
Close |
134-085 |
134-045 |
-0-040 |
-0.1% |
133-305 |
Range |
0-145 |
0-130 |
-0-015 |
-10.3% |
0-290 |
ATR |
0-172 |
0-169 |
-0-003 |
-1.7% |
0-000 |
Volume |
1,409,107 |
1,371,502 |
-37,605 |
-2.7% |
6,109,054 |
|
Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-108 |
135-047 |
134-116 |
|
R3 |
134-298 |
134-237 |
134-081 |
|
R2 |
134-168 |
134-168 |
134-069 |
|
R1 |
134-107 |
134-107 |
134-057 |
134-072 |
PP |
134-038 |
134-038 |
134-038 |
134-021 |
S1 |
133-297 |
133-297 |
134-033 |
133-262 |
S2 |
133-228 |
133-228 |
134-021 |
|
S3 |
133-098 |
133-167 |
134-009 |
|
S4 |
132-288 |
133-037 |
133-294 |
|
|
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 |
134-195 |
133-130 |
1-065 |
0.9% |
0-151 |
0.4% |
61% |
False |
False |
1,216,103 |
10 |
134-290 |
133-095 |
1-195 |
1.2% |
0-160 |
0.4% |
52% |
False |
False |
1,314,167 |
20 |
135-140 |
133-095 |
2-045 |
1.6% |
0-162 |
0.4% |
39% |
False |
False |
1,332,975 |
40 |
135-140 |
131-245 |
3-215 |
2.7% |
0-164 |
0.4% |
65% |
False |
False |
1,432,044 |
60 |
135-140 |
131-140 |
4-000 |
3.0% |
0-164 |
0.4% |
68% |
False |
False |
1,535,253 |
80 |
135-140 |
130-235 |
4-225 |
3.5% |
0-159 |
0.4% |
72% |
False |
False |
1,187,127 |
100 |
135-140 |
129-250 |
5-210 |
4.2% |
0-158 |
0.4% |
77% |
False |
False |
949,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-012 |
2.618 |
135-120 |
1.618 |
134-310 |
1.000 |
134-230 |
0.618 |
134-180 |
HIGH |
134-100 |
0.618 |
134-050 |
0.500 |
134-035 |
0.382 |
134-020 |
LOW |
133-290 |
0.618 |
133-210 |
1.000 |
133-160 |
1.618 |
133-080 |
2.618 |
132-270 |
4.250 |
132-058 |
|
|
Fisher Pivots for day following 18-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
134-042 |
134-082 |
PP |
134-038 |
134-070 |
S1 |
134-035 |
134-058 |
|