ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 07-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
134-060 |
133-310 |
-0-070 |
-0.2% |
133-290 |
High |
134-155 |
133-310 |
-0-165 |
-0.4% |
134-155 |
Low |
133-280 |
133-170 |
-0-110 |
-0.3% |
133-270 |
Close |
134-000 |
133-200 |
-0-120 |
-0.3% |
134-000 |
Range |
0-195 |
0-140 |
-0-055 |
-28.2% |
0-205 |
ATR |
0-142 |
0-143 |
0-001 |
0.4% |
0-000 |
Volume |
26,714 |
17,570 |
-9,144 |
-34.2% |
959,141 |
|
Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-007 |
134-243 |
133-277 |
|
R3 |
134-187 |
134-103 |
133-238 |
|
R2 |
134-047 |
134-047 |
133-226 |
|
R1 |
133-283 |
133-283 |
133-213 |
133-255 |
PP |
133-227 |
133-227 |
133-227 |
133-212 |
S1 |
133-143 |
133-143 |
133-187 |
133-115 |
S2 |
133-087 |
133-087 |
133-174 |
|
S3 |
132-267 |
133-003 |
133-162 |
|
S4 |
132-127 |
132-183 |
133-123 |
|
|
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 |
133-170 |
0-305 |
0.7% |
0-122 |
0.3% |
10% |
False |
True |
60,929 |
10 |
134-155 |
133-120 |
1-035 |
0.8% |
0-125 |
0.3% |
23% |
False |
False |
1,158,675 |
20 |
134-195 |
133-095 |
1-100 |
1.0% |
0-133 |
0.3% |
25% |
False |
False |
1,220,213 |
40 |
135-140 |
132-300 |
2-160 |
1.9% |
0-158 |
0.4% |
28% |
False |
False |
1,359,745 |
60 |
135-140 |
131-140 |
4-000 |
3.0% |
0-160 |
0.4% |
55% |
False |
False |
1,420,512 |
80 |
135-140 |
131-010 |
4-130 |
3.3% |
0-153 |
0.4% |
59% |
False |
False |
1,376,727 |
100 |
135-140 |
130-235 |
4-225 |
3.5% |
0-152 |
0.4% |
61% |
False |
False |
1,103,015 |
120 |
135-140 |
129-250 |
5-210 |
4.2% |
0-152 |
0.4% |
68% |
False |
False |
919,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-265 |
2.618 |
135-037 |
1.618 |
134-217 |
1.000 |
134-130 |
0.618 |
134-077 |
HIGH |
133-310 |
0.618 |
133-257 |
0.500 |
133-240 |
0.382 |
133-223 |
LOW |
133-170 |
0.618 |
133-083 |
1.000 |
133-030 |
1.618 |
132-263 |
2.618 |
132-123 |
4.250 |
131-215 |
|
|
Fisher Pivots for day following 07-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-240 |
134-002 |
PP |
133-227 |
133-282 |
S1 |
133-213 |
133-241 |
|