ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 23-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
134-095 |
134-045 |
-0-050 |
-0.1% |
134-040 |
High |
134-140 |
134-085 |
-0-055 |
-0.1% |
134-195 |
Low |
134-020 |
133-300 |
-0-040 |
-0.1% |
133-290 |
Close |
134-040 |
134-070 |
0-030 |
0.1% |
134-040 |
Range |
0-120 |
0-105 |
-0-015 |
-12.5% |
0-225 |
ATR |
0-163 |
0-159 |
-0-004 |
-2.5% |
0-000 |
Volume |
1,095,887 |
1,225,950 |
130,063 |
11.9% |
6,661,210 |
|
Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-040 |
135-000 |
134-128 |
|
R3 |
134-255 |
134-215 |
134-099 |
|
R2 |
134-150 |
134-150 |
134-089 |
|
R1 |
134-110 |
134-110 |
134-080 |
134-130 |
PP |
134-045 |
134-045 |
134-045 |
134-055 |
S1 |
134-005 |
134-005 |
134-060 |
134-025 |
S2 |
133-260 |
133-260 |
134-051 |
|
S3 |
133-155 |
133-220 |
134-041 |
|
S4 |
133-050 |
133-115 |
134-012 |
|
|
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% |
0-123 |
0.3% |
44% |
False |
False |
1,302,269 |
10 |
134-195 |
133-095 |
1-100 |
1.0% |
0-142 |
0.3% |
70% |
False |
False |
1,281,752 |
20 |
135-140 |
133-095 |
2-045 |
1.6% |
0-156 |
0.4% |
43% |
False |
False |
1,347,806 |
40 |
135-140 |
131-285 |
3-175 |
2.6% |
0-164 |
0.4% |
66% |
False |
False |
1,430,824 |
60 |
135-140 |
131-140 |
4-000 |
3.0% |
0-163 |
0.4% |
70% |
False |
False |
1,477,549 |
80 |
135-140 |
130-315 |
4-145 |
3.3% |
0-158 |
0.4% |
73% |
False |
False |
1,233,462 |
100 |
135-140 |
129-305 |
5-155 |
4.1% |
0-157 |
0.4% |
78% |
False |
False |
987,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-211 |
2.618 |
135-040 |
1.618 |
134-255 |
1.000 |
134-190 |
0.618 |
134-150 |
HIGH |
134-085 |
0.618 |
134-045 |
0.500 |
134-032 |
0.382 |
134-020 |
LOW |
133-300 |
0.618 |
133-235 |
1.000 |
133-195 |
1.618 |
133-130 |
2.618 |
133-025 |
4.250 |
132-174 |
|
|
Fisher Pivots for day following 23-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
134-058 |
134-075 |
PP |
134-045 |
134-073 |
S1 |
134-032 |
134-072 |
|