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 |
|
|
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 |
|