ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 14-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
133-255 |
133-290 |
0-035 |
0.1% |
133-310 |
High |
133-315 |
134-100 |
0-105 |
0.2% |
134-065 |
Low |
133-225 |
133-235 |
0-010 |
0.0% |
133-170 |
Close |
133-295 |
134-065 |
0-090 |
0.2% |
133-245 |
Range |
0-090 |
0-185 |
0-095 |
105.6% |
0-215 |
ATR |
0-135 |
0-138 |
0-004 |
2.7% |
0-000 |
Volume |
11,379 |
7,019 |
-4,360 |
-38.3% |
47,903 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-262 |
135-188 |
134-167 |
|
R3 |
135-077 |
135-003 |
134-116 |
|
R2 |
134-212 |
134-212 |
134-099 |
|
R1 |
134-138 |
134-138 |
134-082 |
134-175 |
PP |
134-027 |
134-027 |
134-027 |
134-045 |
S1 |
133-273 |
133-273 |
134-048 |
133-310 |
S2 |
133-162 |
133-162 |
134-031 |
|
S3 |
132-297 |
133-088 |
134-014 |
|
S4 |
132-112 |
132-223 |
133-283 |
|
|
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 |
134-100 |
133-195 |
0-225 |
0.5% |
0-127 |
0.3% |
84% |
True |
False |
9,746 |
10 |
134-155 |
133-170 |
0-305 |
0.7% |
0-124 |
0.3% |
70% |
False |
False |
35,338 |
20 |
134-195 |
133-120 |
1-075 |
0.9% |
0-125 |
0.3% |
67% |
False |
False |
907,341 |
40 |
135-140 |
133-095 |
2-045 |
1.6% |
0-150 |
0.3% |
42% |
False |
False |
1,153,246 |
60 |
135-140 |
131-245 |
3-215 |
2.7% |
0-154 |
0.4% |
66% |
False |
False |
1,266,240 |
80 |
135-140 |
131-140 |
4-000 |
3.0% |
0-152 |
0.4% |
69% |
False |
False |
1,370,853 |
100 |
135-140 |
130-235 |
4-225 |
3.5% |
0-152 |
0.4% |
74% |
False |
False |
1,103,417 |
120 |
135-140 |
129-250 |
5-210 |
4.2% |
0-152 |
0.4% |
78% |
False |
False |
919,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-246 |
2.618 |
135-264 |
1.618 |
135-079 |
1.000 |
134-285 |
0.618 |
134-214 |
HIGH |
134-100 |
0.618 |
134-029 |
0.500 |
134-008 |
0.382 |
133-306 |
LOW |
133-235 |
0.618 |
133-121 |
1.000 |
133-050 |
1.618 |
132-256 |
2.618 |
132-071 |
4.250 |
131-089 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
134-046 |
134-044 |
PP |
134-027 |
134-023 |
S1 |
134-008 |
134-002 |
|