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 |
|
|
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 |
|