ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 03-Sep-2021
Day Change Summary
Previous Current
02-Sep-2021 03-Sep-2021 Change Change % Previous Week
Open 134-020 134-060 0-040 0.1% 133-290
High 134-070 134-155 0-085 0.2% 134-155
Low 134-020 133-280 -0-060 -0.1% 133-270
Close 134-040 134-000 -0-040 -0.1% 134-000
Range 0-050 0-195 0-145 290.0% 0-205
ATR 0-138 0-142 0-004 3.0% 0-000
Volume 25,878 26,714 836 3.2% 959,141
Daily Pivots for day following 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 135-303 135-187 134-107
R3 135-108 134-312 134-054
R2 134-233 134-233 134-036
R1 134-117 134-117 134-018 134-078
PP 134-038 134-038 134-038 134-019
S1 133-242 133-242 133-302 133-202
S2 133-163 133-163 133-284
S3 132-288 133-047 133-266
S4 132-093 132-172 133-213
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 136-010 135-210 134-113
R3 135-125 135-005 134-056
R2 134-240 134-240 134-038
R1 134-120 134-120 134-019 134-180
PP 134-035 134-035 134-035 134-065
S1 133-235 133-235 133-301 133-295
S2 133-150 133-150 133-282
S3 132-265 133-030 133-264
S4 132-060 132-145 133-207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-155 133-270 0-205 0.5% 0-115 0.3% 24% True False 191,828
10 134-155 133-120 1-035 0.8% 0-122 0.3% 56% True False 1,279,513
20 134-195 133-095 1-100 1.0% 0-135 0.3% 54% False False 1,278,269
40 135-140 132-300 2-160 1.9% 0-157 0.4% 43% False False 1,393,049
60 135-140 131-140 4-000 3.0% 0-160 0.4% 64% False False 1,443,204
80 135-140 130-315 4-145 3.3% 0-153 0.4% 68% False False 1,376,763
100 135-140 130-235 4-225 3.5% 0-154 0.4% 69% False False 1,102,870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 137-024
2.618 136-026
1.618 135-151
1.000 135-030
0.618 134-276
HIGH 134-155
0.618 134-081
0.500 134-058
0.382 134-034
LOW 133-280
0.618 133-159
1.000 133-085
1.618 132-284
2.618 132-089
4.250 131-091
Fisher Pivots for day following 03-Sep-2021
Pivot 1 day 3 day
R1 134-058 134-052
PP 134-038 134-035
S1 134-019 134-018

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

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