ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 15-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
133-290 |
134-045 |
0-075 |
0.2% |
133-310 |
High |
134-100 |
134-085 |
-0-015 |
0.0% |
134-065 |
Low |
133-235 |
133-285 |
0-050 |
0.1% |
133-170 |
Close |
134-065 |
134-000 |
-0-065 |
-0.2% |
133-245 |
Range |
0-185 |
0-120 |
-0-065 |
-35.1% |
0-215 |
ATR |
0-138 |
0-137 |
-0-001 |
-0.9% |
0-000 |
Volume |
7,019 |
9,751 |
2,732 |
38.9% |
47,903 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-057 |
134-308 |
134-066 |
|
R3 |
134-257 |
134-188 |
134-033 |
|
R2 |
134-137 |
134-137 |
134-022 |
|
R1 |
134-068 |
134-068 |
134-011 |
134-042 |
PP |
134-017 |
134-017 |
134-017 |
134-004 |
S1 |
133-268 |
133-268 |
133-309 |
133-242 |
S2 |
133-217 |
133-217 |
133-298 |
|
S3 |
133-097 |
133-148 |
133-287 |
|
S4 |
132-297 |
133-028 |
133-254 |
|
|
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 |
133-225 |
0-195 |
0.5% |
0-132 |
0.3% |
49% |
False |
False |
10,050 |
10 |
134-155 |
133-170 |
0-305 |
0.7% |
0-126 |
0.3% |
49% |
False |
False |
20,953 |
20 |
134-170 |
133-120 |
1-050 |
0.9% |
0-124 |
0.3% |
54% |
False |
False |
837,373 |
40 |
135-140 |
133-095 |
2-045 |
1.6% |
0-146 |
0.3% |
33% |
False |
False |
1,098,629 |
60 |
135-140 |
131-245 |
3-215 |
2.7% |
0-151 |
0.4% |
61% |
False |
False |
1,234,032 |
80 |
135-140 |
131-140 |
4-000 |
3.0% |
0-153 |
0.4% |
64% |
False |
False |
1,363,574 |
100 |
135-140 |
130-235 |
4-225 |
3.5% |
0-152 |
0.4% |
69% |
False |
False |
1,103,504 |
120 |
135-140 |
129-250 |
5-210 |
4.2% |
0-152 |
0.4% |
75% |
False |
False |
919,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-275 |
2.618 |
135-079 |
1.618 |
134-279 |
1.000 |
134-205 |
0.618 |
134-159 |
HIGH |
134-085 |
0.618 |
134-039 |
0.500 |
134-025 |
0.382 |
134-011 |
LOW |
133-285 |
0.618 |
133-211 |
1.000 |
133-165 |
1.618 |
133-091 |
2.618 |
132-291 |
4.250 |
132-095 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
134-025 |
134-002 |
PP |
134-017 |
134-002 |
S1 |
134-008 |
134-001 |
|