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 |
|
|
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 |
|