ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 24-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
134-045 |
134-065 |
0-020 |
0.0% |
134-040 |
High |
134-085 |
134-075 |
-0-010 |
0.0% |
134-195 |
Low |
133-300 |
133-295 |
-0-005 |
0.0% |
133-290 |
Close |
134-070 |
133-315 |
-0-075 |
-0.2% |
134-040 |
Range |
0-105 |
0-100 |
-0-005 |
-4.8% |
0-225 |
ATR |
0-159 |
0-154 |
-0-004 |
-2.6% |
0-000 |
Volume |
1,225,950 |
1,883,385 |
657,435 |
53.6% |
6,661,210 |
|
Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-315 |
134-255 |
134-050 |
|
R3 |
134-215 |
134-155 |
134-022 |
|
R2 |
134-115 |
134-115 |
134-013 |
|
R1 |
134-055 |
134-055 |
134-004 |
134-035 |
PP |
134-015 |
134-015 |
134-015 |
134-005 |
S1 |
133-275 |
133-275 |
133-306 |
133-255 |
S2 |
133-235 |
133-235 |
133-297 |
|
S3 |
133-135 |
133-175 |
133-288 |
|
S4 |
133-035 |
133-075 |
133-260 |
|
|
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 |
134-170 |
133-290 |
0-200 |
0.5% |
0-114 |
0.3% |
13% |
False |
False |
1,397,124 |
10 |
134-195 |
133-095 |
1-100 |
1.0% |
0-139 |
0.3% |
52% |
False |
False |
1,341,960 |
20 |
135-140 |
133-095 |
2-045 |
1.6% |
0-154 |
0.4% |
32% |
False |
False |
1,381,758 |
40 |
135-140 |
132-005 |
3-135 |
2.6% |
0-162 |
0.4% |
58% |
False |
False |
1,453,742 |
60 |
135-140 |
131-140 |
4-000 |
3.0% |
0-163 |
0.4% |
64% |
False |
False |
1,478,633 |
80 |
135-140 |
130-315 |
4-145 |
3.3% |
0-158 |
0.4% |
67% |
False |
False |
1,256,960 |
100 |
135-140 |
129-310 |
5-150 |
4.1% |
0-156 |
0.4% |
73% |
False |
False |
1,006,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-180 |
2.618 |
135-017 |
1.618 |
134-237 |
1.000 |
134-175 |
0.618 |
134-137 |
HIGH |
134-075 |
0.618 |
134-037 |
0.500 |
134-025 |
0.382 |
134-013 |
LOW |
133-295 |
0.618 |
133-233 |
1.000 |
133-195 |
1.618 |
133-133 |
2.618 |
133-033 |
4.250 |
132-190 |
|
|
Fisher Pivots for day following 24-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
134-025 |
134-058 |
PP |
134-015 |
134-037 |
S1 |
134-005 |
134-016 |
|