ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 16-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
133-170 |
133-135 |
-0-035 |
-0.1% |
133-115 |
High |
133-225 |
133-145 |
-0-080 |
-0.2% |
133-195 |
Low |
133-090 |
132-300 |
-0-110 |
-0.3% |
132-285 |
Close |
133-125 |
133-030 |
-0-095 |
-0.2% |
133-050 |
Range |
0-135 |
0-165 |
0-030 |
22.2% |
0-230 |
ATR |
0-144 |
0-146 |
0-001 |
1.0% |
0-000 |
Volume |
1,373,185 |
1,462,896 |
89,711 |
6.5% |
5,322,659 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-227 |
134-133 |
133-121 |
|
R3 |
134-062 |
133-288 |
133-075 |
|
R2 |
133-217 |
133-217 |
133-060 |
|
R1 |
133-123 |
133-123 |
133-045 |
133-088 |
PP |
133-052 |
133-052 |
133-052 |
133-034 |
S1 |
132-278 |
132-278 |
133-015 |
132-242 |
S2 |
132-207 |
132-207 |
133-000 |
|
S3 |
132-042 |
132-113 |
132-305 |
|
S4 |
131-197 |
131-268 |
132-259 |
|
|
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 |
132-300 |
0-250 |
0.6% |
0-148 |
0.3% |
20% |
False |
True |
1,262,421 |
10 |
133-280 |
132-285 |
0-315 |
0.7% |
0-144 |
0.3% |
21% |
False |
False |
1,285,590 |
20 |
133-300 |
132-255 |
1-045 |
0.9% |
0-133 |
0.3% |
26% |
False |
False |
1,288,390 |
40 |
134-265 |
132-215 |
2-050 |
1.6% |
0-144 |
0.3% |
20% |
False |
False |
649,251 |
60 |
134-265 |
131-015 |
3-250 |
2.8% |
0-150 |
0.4% |
54% |
False |
False |
433,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-206 |
2.618 |
134-257 |
1.618 |
134-092 |
1.000 |
133-310 |
0.618 |
133-247 |
HIGH |
133-145 |
0.618 |
133-082 |
0.500 |
133-062 |
0.382 |
133-043 |
LOW |
132-300 |
0.618 |
132-198 |
1.000 |
132-135 |
1.618 |
132-033 |
2.618 |
131-188 |
4.250 |
130-239 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-062 |
133-105 |
PP |
133-052 |
133-080 |
S1 |
133-041 |
133-055 |
|