ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 09-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
132-315 |
133-065 |
0-070 |
0.2% |
133-105 |
High |
133-105 |
133-195 |
0-090 |
0.2% |
133-280 |
Low |
132-305 |
133-040 |
0-055 |
0.1% |
133-070 |
Close |
133-080 |
133-160 |
0-080 |
0.2% |
133-125 |
Range |
0-120 |
0-155 |
0-035 |
29.2% |
0-210 |
ATR |
0-143 |
0-144 |
0-001 |
0.6% |
0-000 |
Volume |
1,334,163 |
1,408,402 |
74,239 |
5.6% |
7,041,443 |
|
Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-277 |
134-213 |
133-245 |
|
R3 |
134-122 |
134-058 |
133-203 |
|
R2 |
133-287 |
133-287 |
133-188 |
|
R1 |
133-223 |
133-223 |
133-174 |
133-255 |
PP |
133-132 |
133-132 |
133-132 |
133-148 |
S1 |
133-068 |
133-068 |
133-146 |
133-100 |
S2 |
132-297 |
132-297 |
133-132 |
|
S3 |
132-142 |
132-233 |
133-117 |
|
S4 |
131-307 |
132-078 |
133-075 |
|
|
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% |
0-139 |
0.3% |
62% |
False |
False |
1,308,760 |
10 |
133-280 |
132-255 |
1-025 |
0.8% |
0-133 |
0.3% |
65% |
False |
False |
1,584,419 |
20 |
134-005 |
132-250 |
1-075 |
0.9% |
0-134 |
0.3% |
58% |
False |
False |
979,533 |
40 |
134-265 |
132-215 |
2-050 |
1.6% |
0-155 |
0.4% |
38% |
False |
False |
491,672 |
60 |
134-265 |
130-200 |
4-065 |
3.1% |
0-157 |
0.4% |
68% |
False |
False |
327,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-214 |
2.618 |
134-281 |
1.618 |
134-126 |
1.000 |
134-030 |
0.618 |
133-291 |
HIGH |
133-195 |
0.618 |
133-136 |
0.500 |
133-118 |
0.382 |
133-099 |
LOW |
133-040 |
0.618 |
132-264 |
1.000 |
132-205 |
1.618 |
132-109 |
2.618 |
131-274 |
4.250 |
131-021 |
|
|
Fisher Pivots for day following 09-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-146 |
133-133 |
PP |
133-132 |
133-107 |
S1 |
133-118 |
133-080 |
|