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 |
|
|
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 |
|