ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 08-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
133-115 |
132-315 |
-0-120 |
-0.3% |
133-105 |
High |
133-120 |
133-105 |
-0-015 |
0.0% |
133-280 |
Low |
132-285 |
132-305 |
0-020 |
0.0% |
133-070 |
Close |
133-000 |
133-080 |
0-080 |
0.2% |
133-125 |
Range |
0-155 |
0-120 |
-0-035 |
-22.6% |
0-210 |
ATR |
0-145 |
0-143 |
-0-002 |
-1.2% |
0-000 |
Volume |
1,476,529 |
1,334,163 |
-142,366 |
-9.6% |
7,041,443 |
|
Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-097 |
134-048 |
133-146 |
|
R3 |
133-297 |
133-248 |
133-113 |
|
R2 |
133-177 |
133-177 |
133-102 |
|
R1 |
133-128 |
133-128 |
133-091 |
133-152 |
PP |
133-057 |
133-057 |
133-057 |
133-069 |
S1 |
133-008 |
133-008 |
133-069 |
133-032 |
S2 |
132-257 |
132-257 |
133-058 |
|
S3 |
132-137 |
132-208 |
133-047 |
|
S4 |
132-017 |
132-088 |
133-014 |
|
|
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% |
0-134 |
0.3% |
37% |
False |
False |
1,322,456 |
10 |
133-280 |
132-255 |
1-025 |
0.8% |
0-134 |
0.3% |
42% |
False |
False |
1,651,570 |
20 |
134-005 |
132-215 |
1-110 |
1.0% |
0-136 |
0.3% |
43% |
False |
False |
909,689 |
40 |
134-265 |
132-090 |
2-175 |
1.9% |
0-155 |
0.4% |
38% |
False |
False |
456,464 |
60 |
134-265 |
130-200 |
4-065 |
3.2% |
0-155 |
0.4% |
62% |
False |
False |
304,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-295 |
2.618 |
134-099 |
1.618 |
133-299 |
1.000 |
133-225 |
0.618 |
133-179 |
HIGH |
133-105 |
0.618 |
133-059 |
0.500 |
133-045 |
0.382 |
133-031 |
LOW |
132-305 |
0.618 |
132-231 |
1.000 |
132-185 |
1.618 |
132-111 |
2.618 |
131-311 |
4.250 |
131-115 |
|
|
Fisher Pivots for day following 08-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-068 |
133-122 |
PP |
133-057 |
133-108 |
S1 |
133-045 |
133-094 |
|