ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 08-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
133-310 |
133-195 |
-0-115 |
-0.3% |
133-290 |
High |
133-310 |
133-290 |
-0-020 |
0.0% |
134-155 |
Low |
133-170 |
133-195 |
0-025 |
0.1% |
133-270 |
Close |
133-200 |
133-275 |
0-075 |
0.2% |
134-000 |
Range |
0-140 |
0-095 |
-0-045 |
-32.1% |
0-205 |
ATR |
0-143 |
0-139 |
-0-003 |
-2.4% |
0-000 |
Volume |
17,570 |
8,229 |
-9,341 |
-53.2% |
959,141 |
|
Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-218 |
134-182 |
134-007 |
|
R3 |
134-123 |
134-087 |
133-301 |
|
R2 |
134-028 |
134-028 |
133-292 |
|
R1 |
133-312 |
133-312 |
133-284 |
134-010 |
PP |
133-253 |
133-253 |
133-253 |
133-262 |
S1 |
133-217 |
133-217 |
133-266 |
133-235 |
S2 |
133-158 |
133-158 |
133-258 |
|
S3 |
133-063 |
133-122 |
133-249 |
|
S4 |
132-288 |
133-027 |
133-223 |
|
|
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% |
0-121 |
0.3% |
34% |
False |
False |
31,856 |
10 |
134-155 |
133-120 |
1-035 |
0.8% |
0-124 |
0.3% |
44% |
False |
False |
971,159 |
20 |
134-195 |
133-095 |
1-100 |
1.0% |
0-132 |
0.3% |
43% |
False |
False |
1,156,559 |
40 |
135-140 |
132-300 |
2-160 |
1.9% |
0-155 |
0.4% |
37% |
False |
False |
1,309,403 |
60 |
135-140 |
131-140 |
4-000 |
3.0% |
0-159 |
0.4% |
61% |
False |
False |
1,403,462 |
80 |
135-140 |
131-010 |
4-130 |
3.3% |
0-153 |
0.4% |
64% |
False |
False |
1,376,524 |
100 |
135-140 |
130-235 |
4-225 |
3.5% |
0-152 |
0.4% |
66% |
False |
False |
1,103,087 |
120 |
135-140 |
129-250 |
5-210 |
4.2% |
0-151 |
0.4% |
72% |
False |
False |
919,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-054 |
2.618 |
134-219 |
1.618 |
134-124 |
1.000 |
134-065 |
0.618 |
134-029 |
HIGH |
133-290 |
0.618 |
133-254 |
0.500 |
133-242 |
0.382 |
133-231 |
LOW |
133-195 |
0.618 |
133-136 |
1.000 |
133-100 |
1.618 |
133-041 |
2.618 |
132-266 |
4.250 |
132-111 |
|
|
Fisher Pivots for day following 08-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-264 |
134-002 |
PP |
133-253 |
133-307 |
S1 |
133-242 |
133-291 |
|