ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 07-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
133-185 |
133-115 |
-0-070 |
-0.2% |
133-105 |
High |
133-280 |
133-120 |
-0-160 |
-0.4% |
133-280 |
Low |
133-080 |
132-285 |
-0-115 |
-0.3% |
133-070 |
Close |
133-125 |
133-000 |
-0-125 |
-0.3% |
133-125 |
Range |
0-200 |
0-155 |
-0-045 |
-22.5% |
0-210 |
ATR |
0-144 |
0-145 |
0-001 |
0.8% |
0-000 |
Volume |
1,415,738 |
1,476,529 |
60,791 |
4.3% |
7,041,443 |
|
Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-173 |
134-082 |
133-085 |
|
R3 |
134-018 |
133-247 |
133-043 |
|
R2 |
133-183 |
133-183 |
133-028 |
|
R1 |
133-092 |
133-092 |
133-014 |
133-060 |
PP |
133-028 |
133-028 |
133-028 |
133-012 |
S1 |
132-257 |
132-257 |
132-306 |
132-225 |
S2 |
132-193 |
132-193 |
132-292 |
|
S3 |
132-038 |
132-102 |
132-277 |
|
S4 |
131-203 |
131-267 |
132-235 |
|
|
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 |
132-285 |
0-315 |
0.7% |
0-132 |
0.3% |
11% |
False |
True |
1,476,828 |
10 |
133-280 |
132-255 |
1-025 |
0.8% |
0-132 |
0.3% |
19% |
False |
False |
1,614,153 |
20 |
134-005 |
132-215 |
1-110 |
1.0% |
0-136 |
0.3% |
24% |
False |
False |
843,354 |
40 |
134-265 |
132-090 |
2-175 |
1.9% |
0-157 |
0.4% |
28% |
False |
False |
423,113 |
60 |
134-265 |
130-200 |
4-065 |
3.2% |
0-156 |
0.4% |
57% |
False |
False |
282,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-139 |
2.618 |
134-206 |
1.618 |
134-051 |
1.000 |
133-275 |
0.618 |
133-216 |
HIGH |
133-120 |
0.618 |
133-061 |
0.500 |
133-042 |
0.382 |
133-024 |
LOW |
132-285 |
0.618 |
132-189 |
1.000 |
132-130 |
1.618 |
132-034 |
2.618 |
131-199 |
4.250 |
130-266 |
|
|
Fisher Pivots for day following 07-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-042 |
133-122 |
PP |
133-028 |
133-082 |
S1 |
133-014 |
133-041 |
|