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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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