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 |
|
|
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 |
|