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 |
|
|
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 |
|