ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 132-025 131-240 -0-105 -0.2% 132-250
High 132-055 131-270 -0-105 -0.2% 133-125
Low 131-195 131-070 -0-125 -0.3% 131-310
Close 131-255 131-150 -0-105 -0.2% 132-005
Range 0-180 0-200 0-020 11.1% 1-135
ATR 0-163 0-165 0-003 1.6% 0-000
Volume 1,856,758 2,477,404 620,646 33.4% 8,342,554
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 133-123 133-017 131-260
R3 132-243 132-137 131-205
R2 132-043 132-043 131-187
R1 131-257 131-257 131-168 131-210
PP 131-163 131-163 131-163 131-140
S1 131-057 131-057 131-132 131-010
S2 130-283 130-283 131-113
S3 130-083 130-177 131-095
S4 129-203 129-297 131-040
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
5 133-125 131-070 2-055 1.7% 0-203 0.5% 12% False True 1,997,951
10 133-225 131-070 2-155 1.9% 0-180 0.4% 10% False True 1,695,664
20 133-280 131-070 2-210 2.0% 0-159 0.4% 9% False True 1,527,968
40 134-265 131-070 3-195 2.7% 0-153 0.4% 7% False True 1,001,872
60 134-265 131-070 3-195 2.7% 0-160 0.4% 7% False True 668,355
80 134-265 130-200 4-065 3.2% 0-158 0.4% 20% False False 501,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-160
2.618 133-154
1.618 132-274
1.000 132-150
0.618 132-074
HIGH 131-270
0.618 131-194
0.500 131-170
0.382 131-146
LOW 131-070
0.618 130-266
1.000 130-190
1.618 130-066
2.618 129-186
4.250 128-180
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 131-170 131-268
PP 131-163 131-228
S1 131-157 131-189

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

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