ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 31-Aug-2021
Day Change Summary
Previous Current
30-Aug-2021 31-Aug-2021 Change Change % Previous Week
Open 133-290 134-045 0-075 0.2% 134-045
High 134-060 134-090 0-030 0.1% 134-085
Low 133-275 133-310 0-035 0.1% 133-120
Close 134-040 134-015 -0-025 -0.1% 133-285
Range 0-105 0-100 -0-005 -4.8% 0-285
ATR 0-149 0-146 -0-004 -2.4% 0-000
Volume 672,062 153,595 -518,467 -77.1% 11,835,990
Daily Pivots for day following 31-Aug-2021
Classic Woodie Camarilla DeMark
R4 135-012 134-273 134-070
R3 134-232 134-173 134-042
R2 134-132 134-132 134-033
R1 134-073 134-073 134-024 134-052
PP 134-032 134-032 134-032 134-021
S1 133-293 133-293 134-006 133-272
S2 133-252 133-252 133-317
S3 133-152 133-193 133-308
S4 133-052 133-093 133-280
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
5 134-090 133-120 0-290 0.7% 0-128 0.3% 74% True False 1,910,462
10 134-170 133-120 1-050 0.9% 0-121 0.3% 58% False False 1,653,793
20 135-140 133-095 2-045 1.6% 0-147 0.3% 35% False False 1,501,546
40 135-140 132-300 2-160 1.9% 0-160 0.4% 44% False False 1,514,245
60 135-140 131-140 4-000 3.0% 0-164 0.4% 65% False False 1,531,655
80 135-140 130-315 4-145 3.3% 0-154 0.4% 69% False False 1,375,606
100 135-140 130-170 4-290 3.7% 0-155 0.4% 72% False False 1,101,558
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 0-029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-195
2.618 135-032
1.618 134-252
1.000 134-190
0.618 134-152
HIGH 134-090
0.618 134-052
0.500 134-040
0.382 134-028
LOW 133-310
0.618 133-248
1.000 133-210
1.618 133-148
2.618 133-048
4.250 132-205
Fisher Pivots for day following 31-Aug-2021
Pivot 1 day 3 day
R1 134-040 133-314
PP 134-032 133-293
S1 134-023 133-272

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

View Archives - Comment on this page... - Back to Index of Symbols