ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 27-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
133-195 |
133-165 |
-0-030 |
-0.1% |
134-045 |
High |
133-220 |
133-310 |
0-090 |
0.2% |
134-085 |
Low |
133-120 |
133-135 |
0-015 |
0.0% |
133-120 |
Close |
133-190 |
133-285 |
0-095 |
0.2% |
133-285 |
Range |
0-100 |
0-175 |
0-075 |
75.0% |
0-285 |
ATR |
0-151 |
0-153 |
0-002 |
1.1% |
0-000 |
Volume |
3,102,536 |
2,464,215 |
-638,321 |
-20.6% |
11,835,990 |
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-128 |
135-062 |
134-061 |
|
R3 |
134-273 |
134-207 |
134-013 |
|
R2 |
134-098 |
134-098 |
133-317 |
|
R1 |
134-032 |
134-032 |
133-301 |
134-065 |
PP |
133-243 |
133-243 |
133-243 |
133-260 |
S1 |
133-177 |
133-177 |
133-269 |
133-210 |
S2 |
133-068 |
133-068 |
133-253 |
|
S3 |
132-213 |
133-002 |
133-237 |
|
S4 |
132-038 |
132-147 |
133-189 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-165 |
136-030 |
134-122 |
|
R3 |
135-200 |
135-065 |
134-043 |
|
R2 |
134-235 |
134-235 |
134-017 |
|
R1 |
134-100 |
134-100 |
133-311 |
134-025 |
PP |
133-270 |
133-270 |
133-270 |
133-232 |
S1 |
133-135 |
133-135 |
133-259 |
133-060 |
S2 |
132-305 |
132-305 |
133-233 |
|
S3 |
132-020 |
132-170 |
133-207 |
|
S4 |
131-055 |
131-205 |
133-128 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-085 |
133-120 |
0-285 |
0.7% |
0-128 |
0.3% |
58% |
False |
False |
2,367,198 |
10 |
134-195 |
133-120 |
1-075 |
0.9% |
0-131 |
0.3% |
42% |
False |
False |
1,849,720 |
20 |
135-140 |
133-095 |
2-045 |
1.6% |
0-154 |
0.4% |
28% |
False |
False |
1,583,318 |
40 |
135-140 |
132-075 |
3-065 |
2.4% |
0-166 |
0.4% |
52% |
False |
False |
1,574,852 |
60 |
135-140 |
131-140 |
4-000 |
3.0% |
0-165 |
0.4% |
61% |
False |
False |
1,564,671 |
80 |
135-140 |
130-315 |
4-145 |
3.3% |
0-156 |
0.4% |
65% |
False |
False |
1,365,533 |
100 |
135-140 |
130-170 |
4-290 |
3.7% |
0-156 |
0.4% |
68% |
False |
False |
1,093,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-094 |
2.618 |
135-128 |
1.618 |
134-273 |
1.000 |
134-165 |
0.618 |
134-098 |
HIGH |
133-310 |
0.618 |
133-243 |
0.500 |
133-222 |
0.382 |
133-202 |
LOW |
133-135 |
0.618 |
133-027 |
1.000 |
132-280 |
1.618 |
132-172 |
2.618 |
131-317 |
4.250 |
131-031 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
133-264 |
133-266 |
PP |
133-243 |
133-247 |
S1 |
133-222 |
133-228 |
|