ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 29-Sep-2021
Day Change Summary
Previous Current
28-Sep-2021 29-Sep-2021 Change Change % Previous Week
Open 131-240 131-140 -0-100 -0.2% 132-250
High 131-270 131-255 -0-015 0.0% 133-125
Low 131-070 131-100 0-030 0.1% 131-310
Close 131-150 131-150 0-000 0.0% 132-005
Range 0-200 0-155 -0-045 -22.5% 1-135
ATR 0-165 0-165 -0-001 -0.4% 0-000
Volume 2,477,404 2,067,859 -409,545 -16.5% 8,342,554
Daily Pivots for day following 29-Sep-2021
Classic Woodie Camarilla DeMark
R4 132-313 132-227 131-235
R3 132-158 132-072 131-193
R2 132-003 132-003 131-178
R1 131-237 131-237 131-164 131-280
PP 131-168 131-168 131-168 131-190
S1 131-082 131-082 131-136 131-125
S2 131-013 131-013 131-122
S3 130-178 130-247 131-107
S4 130-023 130-092 131-065
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
5 133-060 131-070 1-310 1.5% 0-204 0.5% 13% False False 2,072,690
10 133-145 131-070 2-075 1.7% 0-182 0.4% 11% False False 1,765,132
20 133-280 131-070 2-210 2.0% 0-161 0.4% 9% False False 1,526,060
40 134-265 131-070 3-195 2.7% 0-154 0.4% 7% False False 1,053,533
60 134-265 131-070 3-195 2.7% 0-159 0.4% 7% False False 702,812
80 134-265 130-200 4-065 3.2% 0-158 0.4% 20% False False 527,129
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-274
2.618 133-021
1.618 132-186
1.000 132-090
0.618 132-031
HIGH 131-255
0.618 131-196
0.500 131-178
0.382 131-159
LOW 131-100
0.618 131-004
1.000 130-265
1.618 130-169
2.618 130-014
4.250 129-081
Fisher Pivots for day following 29-Sep-2021
Pivot 1 day 3 day
R1 131-178 131-222
PP 131-168 131-198
S1 131-159 131-174

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

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