ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 24-Sep-2021
Day Change Summary
Previous Current
23-Sep-2021 24-Sep-2021 Change Change % Previous Week
Open 133-060 132-065 -0-315 -0.7% 132-250
High 133-060 132-145 -0-235 -0.6% 133-125
Low 132-050 131-310 -0-060 -0.1% 131-310
Close 132-120 132-005 -0-115 -0.3% 132-005
Range 1-010 0-155 -0-175 -53.0% 1-135
ATR 0-162 0-161 0-000 -0.3% 0-000
Volume 2,148,141 1,813,289 -334,852 -15.6% 8,342,554
Daily Pivots for day following 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 133-192 133-093 132-090
R3 133-037 132-258 132-048
R2 132-202 132-202 132-033
R1 132-103 132-103 132-019 132-075
PP 132-047 132-047 132-047 132-032
S1 131-268 131-268 131-311 131-240
S2 131-212 131-212 131-297
S3 131-057 131-113 131-282
S4 130-222 130-278 131-240
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 136-232 135-253 132-255
R3 135-097 134-118 132-130
R2 133-282 133-282 132-088
R1 132-303 132-303 132-047 132-225
PP 132-147 132-147 132-147 132-108
S1 131-168 131-168 131-283 131-090
S2 131-012 131-012 131-242
S3 129-197 130-033 131-200
S4 128-062 128-218 131-075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-125 131-310 1-135 1.1% 0-192 0.5% 3% False True 1,668,510
10 133-230 131-310 1-240 1.3% 0-172 0.4% 3% False True 1,499,494
20 133-280 131-310 1-290 1.4% 0-154 0.4% 2% False True 1,481,789
40 134-265 131-310 2-275 2.2% 0-151 0.4% 2% False True 893,646
60 134-265 131-160 3-105 2.5% 0-158 0.4% 15% False False 596,124
80 134-265 130-200 4-065 3.2% 0-155 0.4% 33% False False 447,104
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-164
2.618 133-231
1.618 133-076
1.000 132-300
0.618 132-241
HIGH 132-145
0.618 132-086
0.500 132-068
0.382 132-049
LOW 131-310
0.618 131-214
1.000 131-155
1.618 131-059
2.618 130-224
4.250 129-291
Fisher Pivots for day following 24-Sep-2021
Pivot 1 day 3 day
R1 132-068 132-218
PP 132-047 132-147
S1 132-026 132-076

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

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