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 |
|
|
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 |
|