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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 3 trading days
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

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

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