ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 16-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
134-045 |
133-315 |
-0-050 |
-0.1% |
133-310 |
High |
134-085 |
134-015 |
-0-070 |
-0.2% |
134-065 |
Low |
133-285 |
133-180 |
-0-105 |
-0.2% |
133-170 |
Close |
134-000 |
133-225 |
-0-095 |
-0.2% |
133-245 |
Range |
0-120 |
0-155 |
0-035 |
29.2% |
0-215 |
ATR |
0-137 |
0-138 |
0-001 |
0.9% |
0-000 |
Volume |
9,751 |
5,617 |
-4,134 |
-42.4% |
47,903 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-072 |
134-303 |
133-310 |
|
R3 |
134-237 |
134-148 |
133-268 |
|
R2 |
134-082 |
134-082 |
133-253 |
|
R1 |
133-313 |
133-313 |
133-239 |
133-280 |
PP |
133-247 |
133-247 |
133-247 |
133-230 |
S1 |
133-158 |
133-158 |
133-211 |
133-125 |
S2 |
133-092 |
133-092 |
133-197 |
|
S3 |
132-257 |
133-003 |
133-182 |
|
S4 |
132-102 |
132-168 |
133-140 |
|
|
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 |
133-180 |
0-240 |
0.6% |
0-135 |
0.3% |
19% |
False |
True |
8,963 |
10 |
134-155 |
133-170 |
0-305 |
0.7% |
0-130 |
0.3% |
18% |
False |
False |
13,426 |
20 |
134-170 |
133-120 |
1-050 |
0.9% |
0-125 |
0.3% |
28% |
False |
False |
769,079 |
40 |
135-140 |
133-095 |
2-045 |
1.6% |
0-143 |
0.3% |
19% |
False |
False |
1,051,027 |
60 |
135-140 |
131-245 |
3-215 |
2.7% |
0-151 |
0.4% |
53% |
False |
False |
1,211,056 |
80 |
135-140 |
131-140 |
4-000 |
3.0% |
0-154 |
0.4% |
57% |
False |
False |
1,343,709 |
100 |
135-140 |
130-235 |
4-225 |
3.5% |
0-152 |
0.4% |
63% |
False |
False |
1,103,517 |
120 |
135-140 |
129-250 |
5-210 |
4.2% |
0-153 |
0.4% |
69% |
False |
False |
919,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-034 |
2.618 |
135-101 |
1.618 |
134-266 |
1.000 |
134-170 |
0.618 |
134-111 |
HIGH |
134-015 |
0.618 |
133-276 |
0.500 |
133-258 |
0.382 |
133-239 |
LOW |
133-180 |
0.618 |
133-084 |
1.000 |
133-025 |
1.618 |
132-249 |
2.618 |
132-094 |
4.250 |
131-161 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-258 |
133-300 |
PP |
133-247 |
133-275 |
S1 |
133-236 |
133-250 |
|