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 |
|
|
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 |
|