ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 13-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
134-015 |
133-255 |
-0-080 |
-0.2% |
133-310 |
High |
134-030 |
133-315 |
-0-035 |
-0.1% |
134-065 |
Low |
133-225 |
133-225 |
0-000 |
0.0% |
133-170 |
Close |
133-245 |
133-295 |
0-050 |
0.1% |
133-245 |
Range |
0-125 |
0-090 |
-0-035 |
-28.0% |
0-215 |
ATR |
0-138 |
0-135 |
-0-003 |
-2.5% |
0-000 |
Volume |
11,052 |
11,379 |
327 |
3.0% |
47,903 |
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-228 |
134-192 |
134-024 |
|
R3 |
134-138 |
134-102 |
134-000 |
|
R2 |
134-048 |
134-048 |
133-312 |
|
R1 |
134-012 |
134-012 |
133-303 |
134-030 |
PP |
133-278 |
133-278 |
133-278 |
133-288 |
S1 |
133-242 |
133-242 |
133-287 |
133-260 |
S2 |
133-188 |
133-188 |
133-278 |
|
S3 |
133-098 |
133-152 |
133-270 |
|
S4 |
133-008 |
133-062 |
133-246 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-272 |
135-153 |
134-043 |
|
R3 |
135-057 |
134-258 |
133-304 |
|
R2 |
134-162 |
134-162 |
133-284 |
|
R1 |
134-043 |
134-043 |
133-265 |
133-315 |
PP |
133-267 |
133-267 |
133-267 |
133-242 |
S1 |
133-148 |
133-148 |
133-225 |
133-100 |
S2 |
133-052 |
133-052 |
133-206 |
|
S3 |
132-157 |
132-253 |
133-186 |
|
S4 |
131-262 |
132-038 |
133-127 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-065 |
133-170 |
0-215 |
0.5% |
0-118 |
0.3% |
58% |
False |
False |
11,856 |
10 |
134-155 |
133-170 |
0-305 |
0.7% |
0-116 |
0.3% |
41% |
False |
False |
101,842 |
20 |
134-195 |
133-120 |
1-075 |
0.9% |
0-124 |
0.3% |
44% |
False |
False |
975,781 |
40 |
135-140 |
133-095 |
2-045 |
1.6% |
0-153 |
0.4% |
29% |
False |
False |
1,209,404 |
60 |
135-140 |
131-210 |
3-250 |
2.8% |
0-155 |
0.4% |
60% |
False |
False |
1,302,954 |
80 |
135-140 |
131-050 |
4-090 |
3.2% |
0-152 |
0.4% |
65% |
False |
False |
1,373,481 |
100 |
135-140 |
130-235 |
4-225 |
3.5% |
0-152 |
0.4% |
68% |
False |
False |
1,103,376 |
120 |
135-140 |
129-250 |
5-210 |
4.2% |
0-151 |
0.4% |
73% |
False |
False |
919,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-058 |
2.618 |
134-231 |
1.618 |
134-141 |
1.000 |
134-085 |
0.618 |
134-051 |
HIGH |
133-315 |
0.618 |
133-281 |
0.500 |
133-270 |
0.382 |
133-259 |
LOW |
133-225 |
0.618 |
133-169 |
1.000 |
133-135 |
1.618 |
133-079 |
2.618 |
132-309 |
4.250 |
132-162 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-287 |
133-305 |
PP |
133-278 |
133-302 |
S1 |
133-270 |
133-298 |
|