ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 27-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
132-065 |
132-025 |
-0-040 |
-0.1% |
132-250 |
High |
132-145 |
132-055 |
-0-090 |
-0.2% |
133-125 |
Low |
131-310 |
131-195 |
-0-115 |
-0.3% |
131-310 |
Close |
132-005 |
131-255 |
-0-070 |
-0.2% |
132-005 |
Range |
0-155 |
0-180 |
0-025 |
16.1% |
1-135 |
ATR |
0-161 |
0-163 |
0-001 |
0.8% |
0-000 |
Volume |
1,813,289 |
1,856,758 |
43,469 |
2.4% |
8,342,554 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-175 |
133-075 |
132-034 |
|
R3 |
132-315 |
132-215 |
131-304 |
|
R2 |
132-135 |
132-135 |
131-288 |
|
R1 |
132-035 |
132-035 |
131-272 |
131-315 |
PP |
131-275 |
131-275 |
131-275 |
131-255 |
S1 |
131-175 |
131-175 |
131-238 |
131-135 |
S2 |
131-095 |
131-095 |
131-222 |
|
S3 |
130-235 |
130-315 |
131-206 |
|
S4 |
130-055 |
130-135 |
131-156 |
|
|
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 |
131-195 |
1-250 |
1.4% |
0-189 |
0.4% |
11% |
False |
True |
1,754,438 |
10 |
133-230 |
131-195 |
2-035 |
1.6% |
0-180 |
0.4% |
9% |
False |
True |
1,603,196 |
20 |
133-280 |
131-195 |
2-085 |
1.7% |
0-154 |
0.4% |
8% |
False |
True |
1,460,790 |
40 |
134-265 |
131-195 |
3-070 |
2.4% |
0-154 |
0.4% |
6% |
False |
True |
940,024 |
60 |
134-265 |
131-175 |
3-090 |
2.5% |
0-160 |
0.4% |
8% |
False |
False |
627,068 |
80 |
134-265 |
130-200 |
4-065 |
3.2% |
0-157 |
0.4% |
28% |
False |
False |
470,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-180 |
2.618 |
133-206 |
1.618 |
133-026 |
1.000 |
132-235 |
0.618 |
132-166 |
HIGH |
132-055 |
0.618 |
131-306 |
0.500 |
131-285 |
0.382 |
131-264 |
LOW |
131-195 |
0.618 |
131-084 |
1.000 |
131-015 |
1.618 |
130-224 |
2.618 |
130-044 |
4.250 |
129-070 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
131-285 |
132-128 |
PP |
131-275 |
132-063 |
S1 |
131-265 |
131-319 |
|