ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 15-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
133-085 |
133-170 |
0-085 |
0.2% |
133-115 |
High |
133-230 |
133-225 |
-0-005 |
0.0% |
133-195 |
Low |
133-030 |
133-090 |
0-060 |
0.1% |
132-285 |
Close |
133-195 |
133-125 |
-0-070 |
-0.2% |
133-050 |
Range |
0-200 |
0-135 |
-0-065 |
-32.5% |
0-230 |
ATR |
0-145 |
0-144 |
-0-001 |
-0.5% |
0-000 |
Volume |
1,552,718 |
1,373,185 |
-179,533 |
-11.6% |
5,322,659 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-232 |
134-153 |
133-199 |
|
R3 |
134-097 |
134-018 |
133-162 |
|
R2 |
133-282 |
133-282 |
133-150 |
|
R1 |
133-203 |
133-203 |
133-137 |
133-175 |
PP |
133-147 |
133-147 |
133-147 |
133-132 |
S1 |
133-068 |
133-068 |
133-113 |
133-040 |
S2 |
133-012 |
133-012 |
133-100 |
|
S3 |
132-197 |
132-253 |
133-088 |
|
S4 |
132-062 |
132-118 |
133-051 |
|
|
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 |
133-020 |
0-210 |
0.5% |
0-146 |
0.3% |
50% |
False |
False |
1,251,522 |
10 |
133-280 |
132-285 |
0-315 |
0.7% |
0-140 |
0.3% |
51% |
False |
False |
1,286,989 |
20 |
133-300 |
132-255 |
1-045 |
0.9% |
0-132 |
0.3% |
52% |
False |
False |
1,217,993 |
40 |
134-265 |
132-215 |
2-050 |
1.6% |
0-147 |
0.3% |
33% |
False |
False |
612,724 |
60 |
134-265 |
131-015 |
3-250 |
2.8% |
0-149 |
0.3% |
62% |
False |
False |
408,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-159 |
2.618 |
134-258 |
1.618 |
134-123 |
1.000 |
134-040 |
0.618 |
133-308 |
HIGH |
133-225 |
0.618 |
133-173 |
0.500 |
133-158 |
0.382 |
133-142 |
LOW |
133-090 |
0.618 |
133-007 |
1.000 |
132-275 |
1.618 |
132-192 |
2.618 |
132-057 |
4.250 |
131-156 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-158 |
133-128 |
PP |
133-147 |
133-127 |
S1 |
133-136 |
133-126 |
|