ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 02-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
133-120 |
133-160 |
0-040 |
0.1% |
133-175 |
High |
133-200 |
133-205 |
0-005 |
0.0% |
133-220 |
Low |
133-070 |
133-140 |
0-070 |
0.2% |
132-255 |
Close |
133-145 |
133-170 |
0-025 |
0.1% |
133-100 |
Range |
0-130 |
0-065 |
-0-065 |
-50.0% |
0-285 |
ATR |
0-146 |
0-140 |
-0-006 |
-4.0% |
0-000 |
Volume |
1,476,882 |
908,971 |
-567,911 |
-38.5% |
8,066,076 |
|
Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-047 |
134-013 |
133-206 |
|
R3 |
133-302 |
133-268 |
133-188 |
|
R2 |
133-237 |
133-237 |
133-182 |
|
R1 |
133-203 |
133-203 |
133-176 |
133-220 |
PP |
133-172 |
133-172 |
133-172 |
133-180 |
S1 |
133-138 |
133-138 |
133-164 |
133-155 |
S2 |
133-107 |
133-107 |
133-158 |
|
S3 |
133-042 |
133-073 |
133-152 |
|
S4 |
132-297 |
133-008 |
133-134 |
|
|
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 |
132-260 |
0-280 |
0.7% |
0-119 |
0.3% |
82% |
False |
False |
1,580,491 |
10 |
133-275 |
132-255 |
1-020 |
0.8% |
0-118 |
0.3% |
69% |
False |
False |
1,376,176 |
20 |
134-005 |
132-215 |
1-110 |
1.0% |
0-136 |
0.3% |
64% |
False |
False |
699,783 |
40 |
134-265 |
132-090 |
2-175 |
1.9% |
0-154 |
0.4% |
49% |
False |
False |
350,815 |
60 |
134-265 |
130-200 |
4-065 |
3.1% |
0-156 |
0.4% |
69% |
False |
False |
233,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-161 |
2.618 |
134-055 |
1.618 |
133-310 |
1.000 |
133-270 |
0.618 |
133-245 |
HIGH |
133-205 |
0.618 |
133-180 |
0.500 |
133-172 |
0.382 |
133-165 |
LOW |
133-140 |
0.618 |
133-100 |
1.000 |
133-075 |
1.618 |
133-035 |
2.618 |
132-290 |
4.250 |
132-184 |
|
|
Fisher Pivots for day following 02-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-172 |
133-162 |
PP |
133-172 |
133-153 |
S1 |
133-171 |
133-145 |
|