ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 03-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
133-160 |
133-185 |
0-025 |
0.1% |
133-105 |
High |
133-205 |
133-280 |
0-075 |
0.2% |
133-280 |
Low |
133-140 |
133-080 |
-0-060 |
-0.1% |
133-070 |
Close |
133-170 |
133-125 |
-0-045 |
-0.1% |
133-125 |
Range |
0-065 |
0-200 |
0-135 |
207.7% |
0-210 |
ATR |
0-140 |
0-144 |
0-004 |
3.1% |
0-000 |
Volume |
908,971 |
1,415,738 |
506,767 |
55.8% |
7,041,443 |
|
Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-122 |
135-003 |
133-235 |
|
R3 |
134-242 |
134-123 |
133-180 |
|
R2 |
134-042 |
134-042 |
133-162 |
|
R1 |
133-243 |
133-243 |
133-143 |
133-202 |
PP |
133-162 |
133-162 |
133-162 |
133-141 |
S1 |
133-043 |
133-043 |
133-107 |
133-002 |
S2 |
132-282 |
132-282 |
133-088 |
|
S3 |
132-082 |
132-163 |
133-070 |
|
S4 |
131-202 |
131-283 |
133-015 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-148 |
135-027 |
133-240 |
|
R3 |
134-258 |
134-137 |
133-183 |
|
R2 |
134-048 |
134-048 |
133-164 |
|
R1 |
133-247 |
133-247 |
133-144 |
133-308 |
PP |
133-158 |
133-158 |
133-158 |
133-189 |
S1 |
133-037 |
133-037 |
133-106 |
133-098 |
S2 |
132-268 |
132-268 |
133-086 |
|
S3 |
132-058 |
132-147 |
133-067 |
|
S4 |
131-168 |
131-257 |
133-010 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-280 |
133-070 |
0-210 |
0.5% |
0-122 |
0.3% |
26% |
True |
False |
1,408,288 |
10 |
133-280 |
132-255 |
1-025 |
0.8% |
0-126 |
0.3% |
55% |
True |
False |
1,510,751 |
20 |
134-005 |
132-215 |
1-110 |
1.0% |
0-137 |
0.3% |
53% |
False |
False |
770,232 |
40 |
134-265 |
132-090 |
2-175 |
1.9% |
0-156 |
0.4% |
44% |
False |
False |
386,205 |
60 |
134-265 |
130-200 |
4-065 |
3.2% |
0-157 |
0.4% |
66% |
False |
False |
257,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-170 |
2.618 |
135-164 |
1.618 |
134-284 |
1.000 |
134-160 |
0.618 |
134-084 |
HIGH |
133-280 |
0.618 |
133-204 |
0.500 |
133-180 |
0.382 |
133-156 |
LOW |
133-080 |
0.618 |
132-276 |
1.000 |
132-200 |
1.618 |
132-076 |
2.618 |
131-196 |
4.250 |
130-190 |
|
|
Fisher Pivots for day following 03-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-180 |
133-175 |
PP |
133-162 |
133-158 |
S1 |
133-143 |
133-142 |
|