ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 12-Aug-2021
Day Change Summary
Previous Current
11-Aug-2021 12-Aug-2021 Change Change % Previous Week
Open 132-280 132-310 0-030 0.1% 133-310
High 133-085 133-040 -0-045 -0.1% 134-265
Low 132-215 132-250 0-035 0.1% 133-085
Close 132-305 132-260 -0-045 -0.1% 133-120
Range 0-190 0-110 -0-080 -42.1% 1-180
ATR 0-171 0-167 -0-004 -2.5% 0-000
Volume 11,509 6,438 -5,071 -44.1% 21,962
Daily Pivots for day following 12-Aug-2021
Classic Woodie Camarilla DeMark
R4 133-300 133-230 133-000
R3 133-190 133-120 132-290
R2 133-080 133-080 132-280
R1 133-010 133-010 132-270 132-310
PP 132-290 132-290 132-290 132-280
S1 132-220 132-220 132-250 132-200
S2 132-180 132-180 132-240
S3 132-070 132-110 132-230
S4 131-280 132-000 132-200
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 138-163 137-162 134-075
R3 136-303 135-302 133-258
R2 135-123 135-123 133-212
R1 134-122 134-122 133-166 134-032
PP 133-263 133-263 133-263 133-219
S1 132-262 132-262 133-074 132-172
S2 132-083 132-083 133-028
S3 130-223 131-082 132-302
S4 129-043 129-222 132-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-270 132-215 1-055 0.9% 0-156 0.4% 12% False False 9,251
10 134-265 132-215 2-050 1.6% 0-162 0.4% 7% False False 6,311
20 134-265 132-215 2-050 1.6% 0-174 0.4% 7% False False 4,125
40 134-265 130-270 3-315 3.0% 0-160 0.4% 49% False False 2,136
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 134-188
2.618 134-008
1.618 133-218
1.000 133-150
0.618 133-108
HIGH 133-040
0.618 132-318
0.500 132-305
0.382 132-292
LOW 132-250
0.618 132-182
1.000 132-140
1.618 132-072
2.618 131-282
4.250 131-102
Fisher Pivots for day following 12-Aug-2021
Pivot 1 day 3 day
R1 132-305 132-310
PP 132-290 132-293
S1 132-275 132-277

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

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