ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 14-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
133-045 |
133-085 |
0-040 |
0.1% |
133-115 |
High |
133-125 |
133-230 |
0-105 |
0.2% |
133-195 |
Low |
133-025 |
133-030 |
0-005 |
0.0% |
132-285 |
Close |
133-095 |
133-195 |
0-100 |
0.2% |
133-050 |
Range |
0-100 |
0-200 |
0-100 |
100.0% |
0-230 |
ATR |
0-141 |
0-145 |
0-004 |
3.0% |
0-000 |
Volume |
819,741 |
1,552,718 |
732,977 |
89.4% |
5,322,659 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-112 |
135-033 |
133-305 |
|
R3 |
134-232 |
134-153 |
133-250 |
|
R2 |
134-032 |
134-032 |
133-232 |
|
R1 |
133-273 |
133-273 |
133-213 |
133-312 |
PP |
133-152 |
133-152 |
133-152 |
133-171 |
S1 |
133-073 |
133-073 |
133-177 |
133-112 |
S2 |
132-272 |
132-272 |
133-158 |
|
S3 |
132-072 |
132-193 |
133-140 |
|
S4 |
131-192 |
131-313 |
133-085 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-120 |
134-315 |
133-176 |
|
R3 |
134-210 |
134-085 |
133-113 |
|
R2 |
133-300 |
133-300 |
133-092 |
|
R1 |
133-175 |
133-175 |
133-071 |
133-122 |
PP |
133-070 |
133-070 |
133-070 |
133-044 |
S1 |
132-265 |
132-265 |
133-029 |
132-212 |
S2 |
132-160 |
132-160 |
133-008 |
|
S3 |
131-250 |
132-035 |
132-307 |
|
S4 |
131-020 |
131-125 |
132-244 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-230 |
132-305 |
0-245 |
0.6% |
0-143 |
0.3% |
86% |
True |
False |
1,243,717 |
10 |
133-280 |
132-285 |
0-315 |
0.7% |
0-138 |
0.3% |
73% |
False |
False |
1,360,272 |
20 |
134-005 |
132-255 |
1-070 |
0.9% |
0-132 |
0.3% |
67% |
False |
False |
1,150,914 |
40 |
134-265 |
132-215 |
2-050 |
1.6% |
0-150 |
0.4% |
43% |
False |
False |
578,512 |
60 |
134-265 |
131-015 |
3-250 |
2.8% |
0-151 |
0.4% |
68% |
False |
False |
385,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-120 |
2.618 |
135-114 |
1.618 |
134-234 |
1.000 |
134-110 |
0.618 |
134-034 |
HIGH |
133-230 |
0.618 |
133-154 |
0.500 |
133-130 |
0.382 |
133-106 |
LOW |
133-030 |
0.618 |
132-226 |
1.000 |
132-150 |
1.618 |
132-026 |
2.618 |
131-146 |
4.250 |
130-140 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-173 |
133-172 |
PP |
133-152 |
133-148 |
S1 |
133-130 |
133-125 |
|