ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 20-Aug-2021
Day Change Summary
Previous Current
19-Aug-2021 20-Aug-2021 Change Change % Previous Week
Open 134-070 134-095 0-025 0.1% 134-040
High 134-170 134-140 -0-030 -0.1% 134-195
Low 134-055 134-020 -0-035 -0.1% 133-290
Close 134-105 134-040 -0-065 -0.2% 134-040
Range 0-115 0-120 0-005 4.3% 0-225
ATR 0-166 0-163 -0-003 -2.0% 0-000
Volume 1,408,900 1,095,887 -313,013 -22.2% 6,661,210
Daily Pivots for day following 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 135-107 135-033 134-106
R3 134-307 134-233 134-073
R2 134-187 134-187 134-062
R1 134-113 134-113 134-051 134-090
PP 134-067 134-067 134-067 134-055
S1 133-313 133-313 134-029 133-290
S2 133-267 133-267 134-018
S3 133-147 133-193 134-007
S4 133-027 133-073 133-294
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 136-103 135-297 134-164
R3 135-198 135-072 134-102
R2 134-293 134-293 134-081
R1 134-167 134-167 134-061 134-152
PP 134-068 134-068 134-068 134-061
S1 133-262 133-262 134-019 133-248
S2 133-163 133-163 133-319
S3 132-258 133-037 133-298
S4 132-033 132-132 133-236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-195 133-290 0-225 0.5% 0-134 0.3% 31% False False 1,332,242
10 134-195 133-095 1-100 1.0% 0-148 0.3% 63% False False 1,277,026
20 135-140 133-095 2-045 1.6% 0-159 0.4% 39% False False 1,339,939
40 135-140 131-245 3-215 2.7% 0-165 0.4% 64% False False 1,431,478
60 135-140 131-140 4-000 3.0% 0-164 0.4% 67% False False 1,484,257
80 135-140 130-235 4-225 3.5% 0-159 0.4% 72% False False 1,218,257
100 135-140 129-295 5-165 4.1% 0-157 0.4% 76% False False 974,952
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-010
2.618 135-134
1.618 135-014
1.000 134-260
0.618 134-214
HIGH 134-140
0.618 134-094
0.500 134-080
0.382 134-066
LOW 134-020
0.618 133-266
1.000 133-220
1.618 133-146
2.618 133-026
4.250 132-150
Fisher Pivots for day following 20-Aug-2021
Pivot 1 day 3 day
R1 134-080 134-070
PP 134-067 134-060
S1 134-053 134-050

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

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