ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 02-Sep-2021
Day Change Summary
Previous Current
01-Sep-2021 02-Sep-2021 Change Change % Previous Week
Open 134-000 134-020 0-020 0.0% 134-045
High 134-075 134-070 -0-005 0.0% 134-085
Low 133-270 134-020 0-070 0.2% 133-120
Close 134-015 134-040 0-025 0.1% 133-285
Range 0-125 0-050 -0-075 -60.0% 0-285
ATR 0-144 0-138 -0-006 -4.4% 0-000
Volume 80,892 25,878 -55,014 -68.0% 11,835,990
Daily Pivots for day following 02-Sep-2021
Classic Woodie Camarilla DeMark
R4 134-193 134-167 134-068
R3 134-143 134-117 134-054
R2 134-093 134-093 134-049
R1 134-067 134-067 134-045 134-080
PP 134-043 134-043 134-043 134-050
S1 134-017 134-017 134-035 134-030
S2 133-313 133-313 134-031
S3 133-263 133-287 134-026
S4 133-213 133-237 134-012
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
5 134-090 133-135 0-275 0.6% 0-111 0.3% 82% False False 679,328
10 134-140 133-120 1-020 0.8% 0-114 0.3% 71% False False 1,386,430
20 134-195 133-095 1-100 1.0% 0-134 0.3% 63% False False 1,357,116
40 135-140 132-300 2-160 1.9% 0-156 0.4% 48% False False 1,422,589
60 135-140 131-140 4-000 3.0% 0-161 0.4% 67% False False 1,480,753
80 135-140 130-315 4-145 3.3% 0-153 0.4% 71% False False 1,376,683
100 135-140 130-235 4-225 3.5% 0-153 0.4% 72% False False 1,102,624
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 115 trading days
Fibonacci Retracements and Extensions
4.250 134-282
2.618 134-201
1.618 134-151
1.000 134-120
0.618 134-101
HIGH 134-070
0.618 134-051
0.500 134-045
0.382 134-039
LOW 134-020
0.618 133-309
1.000 133-290
1.618 133-259
2.618 133-209
4.250 133-128
Fisher Pivots for day following 02-Sep-2021
Pivot 1 day 3 day
R1 134-045 134-033
PP 134-043 134-027
S1 134-042 134-020

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

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