ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 20-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
133-015 |
132-250 |
-0-085 |
-0.2% |
133-045 |
High |
133-045 |
133-115 |
0-070 |
0.2% |
133-230 |
Low |
132-205 |
132-240 |
0-035 |
0.1% |
132-205 |
Close |
132-250 |
133-085 |
0-155 |
0.4% |
132-250 |
Range |
0-160 |
0-195 |
0-035 |
21.9% |
1-025 |
ATR |
0-147 |
0-150 |
0-003 |
2.3% |
0-000 |
Volume |
1,443,850 |
1,427,118 |
-16,732 |
-1.2% |
6,652,390 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-305 |
134-230 |
133-192 |
|
R3 |
134-110 |
134-035 |
133-139 |
|
R2 |
133-235 |
133-235 |
133-121 |
|
R1 |
133-160 |
133-160 |
133-103 |
133-198 |
PP |
133-040 |
133-040 |
133-040 |
133-059 |
S1 |
132-285 |
132-285 |
133-067 |
133-002 |
S2 |
132-165 |
132-165 |
133-049 |
|
S3 |
131-290 |
132-090 |
133-031 |
|
S4 |
131-095 |
131-215 |
132-298 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-090 |
135-195 |
133-120 |
|
R3 |
135-065 |
134-170 |
133-025 |
|
R2 |
134-040 |
134-040 |
132-313 |
|
R1 |
133-145 |
133-145 |
132-282 |
133-080 |
PP |
133-015 |
133-015 |
133-015 |
132-302 |
S1 |
132-120 |
132-120 |
132-218 |
132-055 |
S2 |
131-310 |
131-310 |
132-187 |
|
S3 |
130-285 |
131-095 |
132-155 |
|
S4 |
129-260 |
130-070 |
132-060 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-230 |
132-205 |
1-025 |
0.8% |
0-171 |
0.4% |
58% |
False |
False |
1,451,953 |
10 |
133-230 |
132-205 |
1-025 |
0.8% |
0-152 |
0.4% |
58% |
False |
False |
1,340,216 |
20 |
133-280 |
132-205 |
1-075 |
0.9% |
0-140 |
0.3% |
51% |
False |
False |
1,425,484 |
40 |
134-265 |
132-205 |
2-060 |
1.6% |
0-146 |
0.3% |
29% |
False |
False |
720,932 |
60 |
134-265 |
131-015 |
3-250 |
2.8% |
0-153 |
0.4% |
59% |
False |
False |
480,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-304 |
2.618 |
134-306 |
1.618 |
134-111 |
1.000 |
133-310 |
0.618 |
133-236 |
HIGH |
133-115 |
0.618 |
133-041 |
0.500 |
133-018 |
0.382 |
132-314 |
LOW |
132-240 |
0.618 |
132-119 |
1.000 |
132-045 |
1.618 |
131-244 |
2.618 |
131-049 |
4.250 |
130-051 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-062 |
133-062 |
PP |
133-040 |
133-038 |
S1 |
133-018 |
133-015 |
|