ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 01-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
131-210 |
131-285 |
0-075 |
0.2% |
132-025 |
High |
131-305 |
132-070 |
0-085 |
0.2% |
132-070 |
Low |
131-110 |
131-240 |
0-130 |
0.3% |
131-070 |
Close |
131-195 |
132-055 |
0-180 |
0.4% |
132-055 |
Range |
0-195 |
0-150 |
-0-045 |
-23.1% |
1-000 |
ATR |
0-167 |
0-169 |
0-002 |
1.2% |
0-000 |
Volume |
2,058,886 |
2,027,570 |
-31,316 |
-1.5% |
10,488,477 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-145 |
133-090 |
132-138 |
|
R3 |
132-315 |
132-260 |
132-096 |
|
R2 |
132-165 |
132-165 |
132-082 |
|
R1 |
132-110 |
132-110 |
132-069 |
132-138 |
PP |
132-015 |
132-015 |
132-015 |
132-029 |
S1 |
131-280 |
131-280 |
132-041 |
131-308 |
S2 |
131-185 |
131-185 |
132-028 |
|
S3 |
131-035 |
131-130 |
132-014 |
|
S4 |
130-205 |
130-300 |
131-292 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-278 |
134-167 |
132-231 |
|
R3 |
133-278 |
133-167 |
132-143 |
|
R2 |
132-278 |
132-278 |
132-114 |
|
R1 |
132-167 |
132-167 |
132-084 |
132-222 |
PP |
131-278 |
131-278 |
131-278 |
131-306 |
S1 |
131-167 |
131-167 |
132-026 |
131-222 |
S2 |
130-278 |
130-278 |
131-316 |
|
S3 |
129-278 |
130-167 |
131-287 |
|
S4 |
128-278 |
129-167 |
131-199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-070 |
131-070 |
1-000 |
0.8% |
0-176 |
0.4% |
95% |
True |
False |
2,097,695 |
10 |
133-125 |
131-070 |
2-055 |
1.6% |
0-184 |
0.4% |
44% |
False |
False |
1,883,103 |
20 |
133-280 |
131-070 |
2-210 |
2.0% |
0-168 |
0.4% |
36% |
False |
False |
1,611,090 |
40 |
134-005 |
131-070 |
2-255 |
2.1% |
0-152 |
0.4% |
34% |
False |
False |
1,155,436 |
60 |
134-265 |
131-070 |
3-195 |
2.7% |
0-159 |
0.4% |
26% |
False |
False |
770,907 |
80 |
134-265 |
130-200 |
4-065 |
3.2% |
0-159 |
0.4% |
37% |
False |
False |
578,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-068 |
2.618 |
133-143 |
1.618 |
132-313 |
1.000 |
132-220 |
0.618 |
132-163 |
HIGH |
132-070 |
0.618 |
132-013 |
0.500 |
131-315 |
0.382 |
131-297 |
LOW |
131-240 |
0.618 |
131-147 |
1.000 |
131-090 |
1.618 |
130-317 |
2.618 |
130-167 |
4.250 |
129-242 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
132-035 |
132-012 |
PP |
132-015 |
131-288 |
S1 |
131-315 |
131-245 |
|