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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-037
Narrowest range in 21 trading days
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

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

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