ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 09-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
133-195 |
133-280 |
0-085 |
0.2% |
133-290 |
High |
133-290 |
134-065 |
0-095 |
0.2% |
134-155 |
Low |
133-195 |
133-245 |
0-050 |
0.1% |
133-270 |
Close |
133-275 |
134-030 |
0-075 |
0.2% |
134-000 |
Range |
0-095 |
0-140 |
0-045 |
47.4% |
0-205 |
ATR |
0-139 |
0-139 |
0-000 |
0.0% |
0-000 |
Volume |
8,229 |
11,052 |
2,823 |
34.3% |
959,141 |
|
Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-107 |
135-048 |
134-107 |
|
R3 |
134-287 |
134-228 |
134-068 |
|
R2 |
134-147 |
134-147 |
134-056 |
|
R1 |
134-088 |
134-088 |
134-043 |
134-118 |
PP |
134-007 |
134-007 |
134-007 |
134-021 |
S1 |
133-268 |
133-268 |
134-017 |
133-298 |
S2 |
133-187 |
133-187 |
134-004 |
|
S3 |
133-047 |
133-128 |
133-312 |
|
S4 |
132-227 |
132-308 |
133-273 |
|
|
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% |
0-124 |
0.3% |
59% |
False |
False |
17,888 |
10 |
134-155 |
133-120 |
1-035 |
0.8% |
0-122 |
0.3% |
65% |
False |
False |
656,274 |
20 |
134-195 |
133-120 |
1-075 |
0.9% |
0-129 |
0.3% |
58% |
False |
False |
1,070,864 |
40 |
135-140 |
133-095 |
2-045 |
1.6% |
0-154 |
0.4% |
37% |
False |
False |
1,272,953 |
60 |
135-140 |
131-140 |
4-000 |
3.0% |
0-161 |
0.4% |
66% |
False |
False |
1,382,499 |
80 |
135-140 |
131-010 |
4-130 |
3.3% |
0-153 |
0.4% |
70% |
False |
False |
1,376,082 |
100 |
135-140 |
130-235 |
4-225 |
3.5% |
0-152 |
0.4% |
71% |
False |
False |
1,103,189 |
120 |
135-140 |
129-250 |
5-210 |
4.2% |
0-151 |
0.4% |
76% |
False |
False |
919,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-020 |
2.618 |
135-112 |
1.618 |
134-292 |
1.000 |
134-205 |
0.618 |
134-152 |
HIGH |
134-065 |
0.618 |
134-012 |
0.500 |
133-315 |
0.382 |
133-298 |
LOW |
133-245 |
0.618 |
133-158 |
1.000 |
133-105 |
1.618 |
133-018 |
2.618 |
132-198 |
4.250 |
131-290 |
|
|
Fisher Pivots for day following 09-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
134-018 |
134-006 |
PP |
134-007 |
133-302 |
S1 |
133-315 |
133-278 |
|