ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 21-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
132-250 |
133-070 |
0-140 |
0.3% |
133-045 |
High |
133-115 |
133-115 |
0-000 |
0.0% |
133-230 |
Low |
132-240 |
132-305 |
0-065 |
0.2% |
132-205 |
Close |
133-085 |
133-060 |
-0-025 |
-0.1% |
132-250 |
Range |
0-195 |
0-130 |
-0-065 |
-33.3% |
1-025 |
ATR |
0-150 |
0-149 |
-0-001 |
-1.0% |
0-000 |
Volume |
1,427,118 |
1,259,839 |
-167,279 |
-11.7% |
6,652,390 |
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-123 |
134-062 |
133-132 |
|
R3 |
133-313 |
133-252 |
133-096 |
|
R2 |
133-183 |
133-183 |
133-084 |
|
R1 |
133-122 |
133-122 |
133-072 |
133-088 |
PP |
133-053 |
133-053 |
133-053 |
133-036 |
S1 |
132-312 |
132-312 |
133-048 |
132-278 |
S2 |
132-243 |
132-243 |
133-036 |
|
S3 |
132-113 |
132-182 |
133-024 |
|
S4 |
131-303 |
132-052 |
132-308 |
|
|
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 |
133-225 |
132-205 |
1-020 |
0.8% |
0-157 |
0.4% |
51% |
False |
False |
1,393,377 |
10 |
133-230 |
132-205 |
1-025 |
0.8% |
0-150 |
0.4% |
51% |
False |
False |
1,318,547 |
20 |
133-280 |
132-205 |
1-075 |
0.9% |
0-141 |
0.3% |
44% |
False |
False |
1,466,350 |
40 |
134-265 |
132-205 |
2-060 |
1.6% |
0-146 |
0.3% |
25% |
False |
False |
752,404 |
60 |
134-265 |
131-025 |
3-240 |
2.8% |
0-153 |
0.4% |
56% |
False |
False |
501,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-028 |
2.618 |
134-135 |
1.618 |
134-005 |
1.000 |
133-245 |
0.618 |
133-195 |
HIGH |
133-115 |
0.618 |
133-065 |
0.500 |
133-050 |
0.382 |
133-035 |
LOW |
132-305 |
0.618 |
132-225 |
1.000 |
132-175 |
1.618 |
132-095 |
2.618 |
131-285 |
4.250 |
131-072 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
133-057 |
133-040 |
PP |
133-053 |
133-020 |
S1 |
133-050 |
133-000 |
|