ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 26-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
133-115 |
133-010 |
-0-105 |
-0.2% |
133-160 |
High |
133-150 |
133-040 |
-0-110 |
-0.3% |
134-005 |
Low |
132-310 |
132-255 |
-0-055 |
-0.1% |
133-100 |
Close |
133-015 |
133-000 |
-0-015 |
0.0% |
133-175 |
Range |
0-160 |
0-105 |
-0-055 |
-34.4% |
0-225 |
ATR |
0-154 |
0-151 |
-0-004 |
-2.3% |
0-000 |
Volume |
2,079,908 |
2,306,905 |
226,997 |
10.9% |
247,052 |
|
Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-307 |
133-258 |
133-058 |
|
R3 |
133-202 |
133-153 |
133-029 |
|
R2 |
133-097 |
133-097 |
133-019 |
|
R1 |
133-048 |
133-048 |
133-010 |
133-020 |
PP |
132-312 |
132-312 |
132-312 |
132-298 |
S1 |
132-263 |
132-263 |
132-310 |
132-235 |
S2 |
132-207 |
132-207 |
132-301 |
|
S3 |
132-102 |
132-158 |
132-291 |
|
S4 |
131-317 |
132-053 |
132-262 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-235 |
135-110 |
133-299 |
|
R3 |
135-010 |
134-205 |
133-237 |
|
R2 |
134-105 |
134-105 |
133-216 |
|
R1 |
133-300 |
133-300 |
133-196 |
134-042 |
PP |
133-200 |
133-200 |
133-200 |
133-231 |
S1 |
133-075 |
133-075 |
133-154 |
133-138 |
S2 |
132-295 |
132-295 |
133-134 |
|
S3 |
132-070 |
132-170 |
133-113 |
|
S4 |
131-165 |
131-265 |
133-051 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-275 |
132-255 |
1-020 |
0.8% |
0-118 |
0.3% |
19% |
False |
True |
1,171,862 |
10 |
134-005 |
132-255 |
1-070 |
0.9% |
0-134 |
0.3% |
17% |
False |
True |
604,694 |
20 |
134-265 |
132-215 |
2-050 |
1.6% |
0-148 |
0.3% |
15% |
False |
False |
305,502 |
40 |
134-265 |
131-160 |
3-105 |
2.5% |
0-160 |
0.4% |
45% |
False |
False |
153,292 |
60 |
134-265 |
130-200 |
4-065 |
3.2% |
0-155 |
0.4% |
57% |
False |
False |
102,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-166 |
2.618 |
133-315 |
1.618 |
133-210 |
1.000 |
133-145 |
0.618 |
133-105 |
HIGH |
133-040 |
0.618 |
133-000 |
0.500 |
132-308 |
0.382 |
132-295 |
LOW |
132-255 |
0.618 |
132-190 |
1.000 |
132-150 |
1.618 |
132-085 |
2.618 |
131-300 |
4.250 |
131-129 |
|
|
Fisher Pivots for day following 26-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
132-316 |
133-072 |
PP |
132-312 |
133-048 |
S1 |
132-308 |
133-024 |
|