ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 01-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
134-045 |
134-000 |
-0-045 |
-0.1% |
134-045 |
High |
134-090 |
134-075 |
-0-015 |
0.0% |
134-085 |
Low |
133-310 |
133-270 |
-0-040 |
-0.1% |
133-120 |
Close |
134-015 |
134-015 |
0-000 |
0.0% |
133-285 |
Range |
0-100 |
0-125 |
0-025 |
25.0% |
0-285 |
ATR |
0-146 |
0-144 |
-0-001 |
-1.0% |
0-000 |
Volume |
153,595 |
80,892 |
-72,703 |
-47.3% |
11,835,990 |
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-068 |
135-007 |
134-084 |
|
R3 |
134-263 |
134-202 |
134-049 |
|
R2 |
134-138 |
134-138 |
134-038 |
|
R1 |
134-077 |
134-077 |
134-026 |
134-108 |
PP |
134-013 |
134-013 |
134-013 |
134-029 |
S1 |
133-272 |
133-272 |
134-004 |
133-302 |
S2 |
133-208 |
133-208 |
133-312 |
|
S3 |
133-083 |
133-147 |
133-301 |
|
S4 |
132-278 |
133-022 |
133-266 |
|
|
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% |
0-121 |
0.3% |
74% |
False |
False |
1,294,660 |
10 |
134-170 |
133-120 |
1-050 |
0.9% |
0-120 |
0.3% |
58% |
False |
False |
1,524,732 |
20 |
134-290 |
133-095 |
1-195 |
1.2% |
0-140 |
0.3% |
47% |
False |
False |
1,419,450 |
40 |
135-140 |
132-300 |
2-160 |
1.9% |
0-159 |
0.4% |
44% |
False |
False |
1,470,104 |
60 |
135-140 |
131-140 |
4-000 |
3.0% |
0-163 |
0.4% |
65% |
False |
False |
1,510,374 |
80 |
135-140 |
130-315 |
4-145 |
3.3% |
0-154 |
0.4% |
69% |
False |
False |
1,376,464 |
100 |
135-140 |
130-170 |
4-290 |
3.7% |
0-155 |
0.4% |
72% |
False |
False |
1,102,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-286 |
2.618 |
135-082 |
1.618 |
134-277 |
1.000 |
134-200 |
0.618 |
134-152 |
HIGH |
134-075 |
0.618 |
134-027 |
0.500 |
134-012 |
0.382 |
133-318 |
LOW |
133-270 |
0.618 |
133-193 |
1.000 |
133-145 |
1.618 |
133-068 |
2.618 |
132-263 |
4.250 |
132-059 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
134-014 |
134-020 |
PP |
134-013 |
134-018 |
S1 |
134-012 |
134-017 |
|