ECBOT 10 Year T-Note Future September 2021
Trading Metrics calculated at close of trading on 21-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
133-120 |
133-275 |
0-155 |
0.4% |
133-255 |
High |
133-300 |
133-310 |
0-010 |
0.0% |
134-100 |
Low |
133-120 |
133-185 |
0-065 |
0.2% |
133-090 |
Close |
133-270 |
133-275 |
0-005 |
0.0% |
133-130 |
Range |
0-180 |
0-125 |
-0-055 |
-30.6% |
1-010 |
ATR |
0-142 |
0-141 |
-0-001 |
-0.8% |
0-000 |
Volume |
7,172 |
1,762 |
-5,410 |
-75.4% |
40,118 |
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-312 |
134-258 |
134-024 |
|
R3 |
134-187 |
134-133 |
133-309 |
|
R2 |
134-062 |
134-062 |
133-298 |
|
R1 |
134-008 |
134-008 |
133-286 |
134-018 |
PP |
133-257 |
133-257 |
133-257 |
133-261 |
S1 |
133-203 |
133-203 |
133-264 |
133-212 |
S2 |
133-132 |
133-132 |
133-252 |
|
S3 |
133-007 |
133-078 |
133-241 |
|
S4 |
132-202 |
132-273 |
133-206 |
|
|
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 |
134-085 |
133-090 |
0-315 |
0.7% |
0-145 |
0.3% |
59% |
False |
False |
6,130 |
10 |
134-100 |
133-090 |
1-010 |
0.8% |
0-136 |
0.3% |
56% |
False |
False |
7,938 |
20 |
134-155 |
133-090 |
1-065 |
0.9% |
0-130 |
0.3% |
48% |
False |
False |
583,306 |
40 |
135-140 |
133-090 |
2-050 |
1.6% |
0-143 |
0.3% |
27% |
False |
False |
965,556 |
60 |
135-140 |
131-285 |
3-175 |
2.6% |
0-152 |
0.4% |
56% |
False |
False |
1,148,318 |
80 |
135-140 |
131-140 |
4-000 |
3.0% |
0-155 |
0.4% |
61% |
False |
False |
1,253,988 |
100 |
135-140 |
130-315 |
4-145 |
3.3% |
0-152 |
0.4% |
65% |
False |
False |
1,103,431 |
120 |
135-140 |
129-305 |
5-155 |
4.1% |
0-152 |
0.4% |
71% |
False |
False |
919,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-201 |
2.618 |
134-317 |
1.618 |
134-192 |
1.000 |
134-115 |
0.618 |
134-067 |
HIGH |
133-310 |
0.618 |
133-262 |
0.500 |
133-248 |
0.382 |
133-233 |
LOW |
133-185 |
0.618 |
133-108 |
1.000 |
133-060 |
1.618 |
132-303 |
2.618 |
132-178 |
4.250 |
131-294 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-266 |
133-250 |
PP |
133-257 |
133-225 |
S1 |
133-248 |
133-200 |
|