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 |
|
|
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 |
|