ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 26-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
133-300 |
133-195 |
-0-105 |
-0.2% |
134-040 |
High |
134-015 |
133-220 |
-0-115 |
-0.3% |
134-195 |
Low |
133-175 |
133-120 |
-0-055 |
-0.1% |
133-290 |
Close |
133-200 |
133-190 |
-0-010 |
0.0% |
134-040 |
Range |
0-160 |
0-100 |
-0-060 |
-37.5% |
0-225 |
ATR |
0-155 |
0-151 |
-0-004 |
-2.5% |
0-000 |
Volume |
3,159,904 |
3,102,536 |
-57,368 |
-1.8% |
6,661,210 |
|
Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-157 |
134-113 |
133-245 |
|
R3 |
134-057 |
134-013 |
133-218 |
|
R2 |
133-277 |
133-277 |
133-208 |
|
R1 |
133-233 |
133-233 |
133-199 |
133-205 |
PP |
133-177 |
133-177 |
133-177 |
133-162 |
S1 |
133-133 |
133-133 |
133-181 |
133-105 |
S2 |
133-077 |
133-077 |
133-172 |
|
S3 |
132-297 |
133-033 |
133-162 |
|
S4 |
132-197 |
132-253 |
133-135 |
|
|
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 |
134-140 |
133-120 |
1-020 |
0.8% |
0-117 |
0.3% |
21% |
False |
True |
2,093,532 |
10 |
134-195 |
133-120 |
1-075 |
0.9% |
0-134 |
0.3% |
18% |
False |
True |
1,700,013 |
20 |
135-140 |
133-095 |
2-045 |
1.6% |
0-152 |
0.4% |
14% |
False |
False |
1,547,780 |
40 |
135-140 |
132-060 |
3-080 |
2.4% |
0-164 |
0.4% |
43% |
False |
False |
1,541,361 |
60 |
135-140 |
131-140 |
4-000 |
3.0% |
0-164 |
0.4% |
54% |
False |
False |
1,543,117 |
80 |
135-140 |
130-315 |
4-145 |
3.3% |
0-156 |
0.4% |
59% |
False |
False |
1,334,802 |
100 |
135-140 |
130-170 |
4-290 |
3.7% |
0-155 |
0.4% |
62% |
False |
False |
1,068,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-005 |
2.618 |
134-162 |
1.618 |
134-062 |
1.000 |
134-000 |
0.618 |
133-282 |
HIGH |
133-220 |
0.618 |
133-182 |
0.500 |
133-170 |
0.382 |
133-158 |
LOW |
133-120 |
0.618 |
133-058 |
1.000 |
133-020 |
1.618 |
132-278 |
2.618 |
132-178 |
4.250 |
132-015 |
|
|
Fisher Pivots for day following 26-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
133-183 |
133-258 |
PP |
133-177 |
133-235 |
S1 |
133-170 |
133-212 |
|