ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 131-140 131-210 0-070 0.2% 132-250
High 131-255 131-305 0-050 0.1% 133-125
Low 131-100 131-110 0-010 0.0% 131-310
Close 131-150 131-195 0-045 0.1% 132-005
Range 0-155 0-195 0-040 25.8% 1-135
ATR 0-165 0-167 0-002 1.3% 0-000
Volume 2,067,859 2,058,886 -8,973 -0.4% 8,342,554
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 133-148 133-047 131-302
R3 132-273 132-172 131-249
R2 132-078 132-078 131-231
R1 131-297 131-297 131-213 131-250
PP 131-203 131-203 131-203 131-180
S1 131-102 131-102 131-177 131-055
S2 131-008 131-008 131-159
S3 130-133 130-227 131-141
S4 129-258 130-032 131-088
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
5 132-145 131-070 1-075 0.9% 0-177 0.4% 32% False False 2,054,839
10 133-125 131-070 2-055 1.7% 0-185 0.4% 18% False False 1,824,731
20 133-280 131-070 2-210 2.0% 0-164 0.4% 15% False False 1,555,160
40 134-095 131-070 3-025 2.3% 0-152 0.4% 13% False False 1,104,900
60 134-265 131-070 3-195 2.7% 0-159 0.4% 11% False False 737,119
80 134-265 130-200 4-065 3.2% 0-160 0.4% 23% False False 552,865
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 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-174
2.618 133-176
1.618 132-301
1.000 132-180
0.618 132-106
HIGH 131-305
0.618 131-231
0.500 131-208
0.382 131-184
LOW 131-110
0.618 130-309
1.000 130-235
1.618 130-114
2.618 129-239
4.250 128-241
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 131-208 131-192
PP 131-203 131-190
S1 131-199 131-188

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

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