ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 20-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
133-220 |
133-120 |
-0-100 |
-0.2% |
133-255 |
High |
133-235 |
133-300 |
0-065 |
0.2% |
134-100 |
Low |
133-090 |
133-120 |
0-030 |
0.1% |
133-090 |
Close |
133-130 |
133-270 |
0-140 |
0.3% |
133-130 |
Range |
0-145 |
0-180 |
0-035 |
24.1% |
1-010 |
ATR |
0-139 |
0-142 |
0-003 |
2.1% |
0-000 |
Volume |
6,352 |
7,172 |
820 |
12.9% |
40,118 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-130 |
135-060 |
134-049 |
|
R3 |
134-270 |
134-200 |
134-000 |
|
R2 |
134-090 |
134-090 |
133-303 |
|
R1 |
134-020 |
134-020 |
133-286 |
134-055 |
PP |
133-230 |
133-230 |
133-230 |
133-248 |
S1 |
133-160 |
133-160 |
133-254 |
133-195 |
S2 |
133-050 |
133-050 |
133-237 |
|
S3 |
132-190 |
132-300 |
133-220 |
|
S4 |
132-010 |
132-120 |
133-171 |
|
|
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% |
0-157 |
0.4% |
55% |
False |
False |
7,182 |
10 |
134-100 |
133-090 |
1-010 |
0.8% |
0-138 |
0.3% |
55% |
False |
False |
9,519 |
20 |
134-155 |
133-090 |
1-065 |
0.9% |
0-130 |
0.3% |
47% |
False |
False |
644,516 |
40 |
135-140 |
133-090 |
2-050 |
1.6% |
0-144 |
0.3% |
26% |
False |
False |
992,227 |
60 |
135-140 |
131-245 |
3-215 |
2.7% |
0-153 |
0.4% |
57% |
False |
False |
1,169,157 |
80 |
135-140 |
131-140 |
4-000 |
3.0% |
0-155 |
0.4% |
60% |
False |
False |
1,274,322 |
100 |
135-140 |
130-235 |
4-225 |
3.5% |
0-153 |
0.4% |
66% |
False |
False |
1,103,509 |
120 |
135-140 |
129-295 |
5-165 |
4.1% |
0-152 |
0.4% |
71% |
False |
False |
919,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-105 |
2.618 |
135-131 |
1.618 |
134-271 |
1.000 |
134-160 |
0.618 |
134-091 |
HIGH |
133-300 |
0.618 |
133-231 |
0.500 |
133-210 |
0.382 |
133-189 |
LOW |
133-120 |
0.618 |
133-009 |
1.000 |
132-260 |
1.618 |
132-149 |
2.618 |
131-289 |
4.250 |
130-315 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-250 |
133-251 |
PP |
133-230 |
133-232 |
S1 |
133-210 |
133-212 |
|