ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 04-Oct-2021
Day Change Summary
Previous Current
01-Oct-2021 04-Oct-2021 Change Change % Previous Week
Open 131-285 132-060 0-095 0.2% 132-025
High 132-070 132-085 0-015 0.0% 132-070
Low 131-240 131-275 0-035 0.1% 131-070
Close 132-055 132-025 -0-030 -0.1% 132-055
Range 0-150 0-130 -0-020 -13.3% 1-000
ATR 0-169 0-166 -0-003 -1.6% 0-000
Volume 2,027,570 1,471,686 -555,884 -27.4% 10,488,477
Daily Pivots for day following 04-Oct-2021
Classic Woodie Camarilla DeMark
R4 133-092 133-028 132-096
R3 132-282 132-218 132-061
R2 132-152 132-152 132-049
R1 132-088 132-088 132-037 132-055
PP 132-022 132-022 132-022 132-005
S1 131-278 131-278 132-013 131-245
S2 131-212 131-212 132-001
S3 131-082 131-148 131-309
S4 130-272 131-018 131-274
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
5 132-085 131-070 1-015 0.8% 0-166 0.4% 82% True False 2,020,681
10 133-125 131-070 2-055 1.6% 0-178 0.4% 40% False False 1,887,559
20 133-230 131-070 2-160 1.9% 0-165 0.4% 34% False False 1,613,888
40 134-005 131-070 2-255 2.1% 0-151 0.4% 31% False False 1,192,060
60 134-265 131-070 3-195 2.7% 0-159 0.4% 24% False False 795,433
80 134-265 130-200 4-065 3.2% 0-159 0.4% 35% False False 596,605
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-046
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 133-318
2.618 133-105
1.618 132-295
1.000 132-215
0.618 132-165
HIGH 132-085
0.618 132-035
0.500 132-020
0.382 132-005
LOW 131-275
0.618 131-195
1.000 131-145
1.618 131-065
2.618 130-255
4.250 130-042
Fisher Pivots for day following 04-Oct-2021
Pivot 1 day 3 day
R1 132-023 131-316
PP 132-022 131-287
S1 132-020 131-258

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

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