ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 23-Sep-2021
Day Change Summary
Previous Current
22-Sep-2021 23-Sep-2021 Change Change % Previous Week
Open 133-055 133-060 0-005 0.0% 133-045
High 133-125 133-060 -0-065 -0.2% 133-230
Low 132-295 132-050 -0-245 -0.6% 132-205
Close 132-315 132-120 -0-195 -0.5% 132-250
Range 0-150 1-010 0-180 120.0% 1-025
ATR 0-149 0-162 0-013 8.7% 0-000
Volume 1,694,167 2,148,141 453,974 26.8% 6,652,390
Daily Pivots for day following 23-Sep-2021
Classic Woodie Camarilla DeMark
R4 135-213 135-017 132-302
R3 134-203 134-007 132-211
R2 133-193 133-193 132-180
R1 132-317 132-317 132-150 132-250
PP 132-183 132-183 132-183 132-150
S1 131-307 131-307 132-090 131-240
S2 131-173 131-173 132-060
S3 130-163 130-297 132-029
S4 129-153 129-287 131-258
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
5 133-125 132-050 1-075 0.9% 0-193 0.5% 18% False True 1,594,623
10 133-230 132-050 1-180 1.2% 0-170 0.4% 14% False True 1,428,522
20 133-280 132-050 1-230 1.3% 0-152 0.4% 13% False True 1,506,470
40 134-265 132-050 2-215 2.0% 0-150 0.4% 8% False True 848,386
60 134-265 131-160 3-105 2.5% 0-157 0.4% 26% False False 565,906
80 134-265 130-200 4-065 3.2% 0-154 0.4% 42% False False 424,438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 137-182
2.618 135-284
1.618 134-274
1.000 134-070
0.618 133-264
HIGH 133-060
0.618 132-254
0.500 132-215
0.382 132-176
LOW 132-050
0.618 131-166
1.000 131-040
1.618 130-156
2.618 129-146
4.250 127-248
Fisher Pivots for day following 23-Sep-2021
Pivot 1 day 3 day
R1 132-215 132-248
PP 132-183 132-205
S1 132-152 132-162

These figures are updated between 7pm and 10pm EST after a trading day.

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