ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 30-Aug-2021
Day Change Summary
Previous Current
27-Aug-2021 30-Aug-2021 Change Change % Previous Week
Open 133-165 133-290 0-125 0.3% 134-045
High 133-310 134-060 0-070 0.2% 134-085
Low 133-135 133-275 0-140 0.3% 133-120
Close 133-285 134-040 0-075 0.2% 133-285
Range 0-175 0-105 -0-070 -40.0% 0-285
ATR 0-153 0-149 -0-003 -2.2% 0-000
Volume 2,464,215 672,062 -1,792,153 -72.7% 11,835,990
Daily Pivots for day following 30-Aug-2021
Classic Woodie Camarilla DeMark
R4 135-013 134-292 134-098
R3 134-228 134-187 134-069
R2 134-123 134-123 134-059
R1 134-082 134-082 134-050 134-102
PP 134-018 134-018 134-018 134-029
S1 133-297 133-297 134-030 133-318
S2 133-233 133-233 134-021
S3 133-128 133-192 134-011
S4 133-023 133-087 133-302
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
5 134-075 133-120 0-275 0.6% 0-128 0.3% 87% False False 2,256,420
10 134-195 133-120 1-075 0.9% 0-126 0.3% 61% False False 1,779,344
20 135-140 133-095 2-045 1.6% 0-148 0.3% 39% False False 1,547,949
40 135-140 132-185 2-275 2.1% 0-164 0.4% 54% False False 1,559,065
60 135-140 131-140 4-000 3.0% 0-163 0.4% 67% False False 1,543,169
80 135-140 130-315 4-145 3.3% 0-156 0.4% 71% False False 1,373,893
100 135-140 130-170 4-290 3.7% 0-156 0.4% 73% False False 1,100,023
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-186
2.618 135-015
1.618 134-230
1.000 134-165
0.618 134-125
HIGH 134-060
0.618 134-020
0.500 134-008
0.382 133-315
LOW 133-275
0.618 133-210
1.000 133-170
1.618 133-105
2.618 133-000
4.250 132-149
Fisher Pivots for day following 30-Aug-2021
Pivot 1 day 3 day
R1 134-029 134-003
PP 134-018 133-287
S1 134-008 133-250

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

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