ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 133-010 132-295 -0-035 -0.1% 133-175
High 133-040 133-125 0-085 0.2% 133-220
Low 132-255 132-260 0-005 0.0% 132-255
Close 133-000 133-100 0-100 0.2% 133-100
Range 0-105 0-185 0-080 76.2% 0-285
ATR 0-151 0-153 0-002 1.6% 0-000
Volume 2,306,905 2,276,753 -30,152 -1.3% 8,066,076
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 134-290 134-220 133-202
R3 134-105 134-035 133-151
R2 133-240 133-240 133-134
R1 133-170 133-170 133-117 133-205
PP 133-055 133-055 133-055 133-072
S1 132-305 132-305 133-083 133-020
S2 132-190 132-190 133-066
S3 132-005 132-120 133-049
S4 131-140 131-255 132-318
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 135-300 135-165 133-257
R3 135-015 134-200 133-178
R2 134-050 134-050 133-152
R1 133-235 133-235 133-126 133-160
PP 133-085 133-085 133-085 133-048
S1 132-270 132-270 133-074 132-195
S2 132-120 132-120 133-048
S3 131-155 131-305 133-022
S4 130-190 131-020 132-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-220 132-255 0-285 0.7% 0-131 0.3% 58% False False 1,613,215
10 134-005 132-255 1-070 0.9% 0-133 0.3% 42% False False 831,312
20 134-265 132-215 2-050 1.6% 0-153 0.4% 30% False False 419,258
40 134-265 131-175 3-090 2.5% 0-163 0.4% 54% False False 210,207
60 134-265 130-200 4-065 3.2% 0-158 0.4% 64% False False 140,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 135-271
2.618 134-289
1.618 134-104
1.000 133-310
0.618 133-239
HIGH 133-125
0.618 133-054
0.500 133-032
0.382 133-011
LOW 132-260
0.618 132-146
1.000 132-075
1.618 131-281
2.618 131-096
4.250 130-114
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 133-078 133-081
PP 133-055 133-062
S1 133-032 133-042

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

View Archives - Comment on this page... - Back to Index of Symbols