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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 50 trading days
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

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

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