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 |
|
|
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 |
|