ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 17-Sep-2021
Day Change Summary
Previous Current
16-Sep-2021 17-Sep-2021 Change Change % Previous Week
Open 133-315 133-220 -0-095 -0.2% 133-255
High 134-015 133-235 -0-100 -0.2% 134-100
Low 133-180 133-090 -0-090 -0.2% 133-090
Close 133-225 133-130 -0-095 -0.2% 133-130
Range 0-155 0-145 -0-010 -6.5% 1-010
ATR 0-138 0-139 0-000 0.3% 0-000
Volume 5,617 6,352 735 13.1% 40,118
Daily Pivots for day following 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 134-267 134-183 133-210
R3 134-122 134-038 133-170
R2 133-297 133-297 133-157
R1 133-213 133-213 133-143 133-182
PP 133-152 133-152 133-152 133-136
S1 133-068 133-068 133-117 133-038
S2 133-007 133-007 133-103
S3 132-182 132-243 133-090
S4 132-037 132-098 133-050
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 136-243 136-037 133-312
R3 135-233 135-027 133-221
R2 134-223 134-223 133-190
R1 134-017 134-017 133-160 133-275
PP 133-213 133-213 133-213 133-182
S1 133-007 133-007 133-100 132-265
S2 132-203 132-203 133-070
S3 131-193 131-317 133-039
S4 130-183 130-307 132-268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-100 133-090 1-010 0.8% 0-139 0.3% 12% False True 8,023
10 134-155 133-090 1-065 0.9% 0-139 0.3% 10% False True 11,473
20 134-155 133-090 1-065 0.9% 0-126 0.3% 10% False True 698,951
40 135-140 133-090 2-050 1.6% 0-142 0.3% 6% False True 1,014,960
60 135-140 131-245 3-215 2.8% 0-151 0.4% 45% False False 1,189,438
80 135-140 131-140 4-000 3.0% 0-154 0.4% 49% False False 1,303,659
100 135-140 130-235 4-225 3.5% 0-152 0.4% 57% False False 1,103,530
120 135-140 129-250 5-210 4.2% 0-152 0.4% 64% False False 919,823
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-211
2.618 134-295
1.618 134-150
1.000 134-060
0.618 134-005
HIGH 133-235
0.618 133-180
0.500 133-162
0.382 133-145
LOW 133-090
0.618 133-000
1.000 132-265
1.618 132-175
2.618 132-030
4.250 131-114
Fisher Pivots for day following 17-Sep-2021
Pivot 1 day 3 day
R1 133-162 133-248
PP 133-152 133-208
S1 133-141 133-169

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

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