ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 04-Aug-2021
Day Change Summary
Previous Current
03-Aug-2021 04-Aug-2021 Change Change % Previous Week
Open 134-100 134-105 0-005 0.0% 133-170
High 134-190 134-265 0-075 0.2% 133-315
Low 134-065 134-020 -0-045 -0.1% 133-145
Close 134-130 134-075 -0-055 -0.1% 133-275
Range 0-125 0-245 0-120 96.0% 0-170
ATR 0-166 0-172 0-006 3.4% 0-000
Volume 1,446 4,183 2,737 189.3% 8,525
Daily Pivots for day following 04-Aug-2021
Classic Woodie Camarilla DeMark
R4 136-215 136-070 134-210
R3 135-290 135-145 134-142
R2 135-045 135-045 134-120
R1 134-220 134-220 134-097 134-170
PP 134-120 134-120 134-120 134-095
S1 133-295 133-295 134-053 133-245
S2 133-195 133-195 134-030
S3 132-270 133-050 134-008
S4 132-025 132-125 133-260
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 135-115 135-045 134-048
R3 134-265 134-195 134-002
R2 134-095 134-095 133-306
R1 134-025 134-025 133-291 134-060
PP 133-245 133-245 133-245 133-262
S1 133-175 133-175 133-259 133-210
S2 133-075 133-075 133-244
S3 132-225 133-005 133-228
S4 132-055 132-155 133-182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-265 133-150 1-115 1.0% 0-161 0.4% 56% True False 2,728
10 134-265 133-080 1-185 1.2% 0-152 0.4% 62% True False 2,135
20 134-265 132-090 2-175 1.9% 0-173 0.4% 77% True False 1,558
40 134-265 130-200 4-065 3.1% 0-168 0.4% 86% True False 830
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 138-026
2.618 136-266
1.618 136-021
1.000 135-190
0.618 135-096
HIGH 134-265
0.618 134-171
0.500 134-142
0.382 134-114
LOW 134-020
0.618 133-189
1.000 133-095
1.618 132-264
2.618 132-019
4.250 130-259
Fisher Pivots for day following 04-Aug-2021
Pivot 1 day 3 day
R1 134-142 134-110
PP 134-120 134-098
S1 134-098 134-087

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

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