ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 05-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2021 |
05-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
132-060 |
132-025 |
-0-035 |
-0.1% |
132-025 |
High |
132-085 |
132-035 |
-0-050 |
-0.1% |
132-070 |
Low |
131-275 |
131-205 |
-0-070 |
-0.2% |
131-070 |
Close |
132-025 |
131-235 |
-0-110 |
-0.3% |
132-055 |
Range |
0-130 |
0-150 |
0-020 |
15.4% |
1-000 |
ATR |
0-166 |
0-165 |
-0-001 |
-0.7% |
0-000 |
Volume |
1,471,686 |
1,485,058 |
13,372 |
0.9% |
10,488,477 |
|
Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-075 |
132-305 |
131-318 |
|
R3 |
132-245 |
132-155 |
131-276 |
|
R2 |
132-095 |
132-095 |
131-262 |
|
R1 |
132-005 |
132-005 |
131-249 |
131-295 |
PP |
131-265 |
131-265 |
131-265 |
131-250 |
S1 |
131-175 |
131-175 |
131-221 |
131-145 |
S2 |
131-115 |
131-115 |
131-208 |
|
S3 |
130-285 |
131-025 |
131-194 |
|
S4 |
130-135 |
130-195 |
131-152 |
|
|
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 |
131-100 |
0-305 |
0.7% |
0-156 |
0.4% |
44% |
False |
False |
1,822,211 |
10 |
133-125 |
131-070 |
2-055 |
1.6% |
0-180 |
0.4% |
24% |
False |
False |
1,910,081 |
20 |
133-230 |
131-070 |
2-160 |
1.9% |
0-165 |
0.4% |
21% |
False |
False |
1,614,314 |
40 |
134-005 |
131-070 |
2-255 |
2.1% |
0-150 |
0.4% |
18% |
False |
False |
1,228,834 |
60 |
134-265 |
131-070 |
3-195 |
2.7% |
0-159 |
0.4% |
14% |
False |
False |
820,180 |
80 |
134-265 |
130-200 |
4-065 |
3.2% |
0-158 |
0.4% |
26% |
False |
False |
615,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-032 |
2.618 |
133-108 |
1.618 |
132-278 |
1.000 |
132-185 |
0.618 |
132-128 |
HIGH |
132-035 |
0.618 |
131-298 |
0.500 |
131-280 |
0.382 |
131-262 |
LOW |
131-205 |
0.618 |
131-112 |
1.000 |
131-055 |
1.618 |
130-282 |
2.618 |
130-132 |
4.250 |
129-208 |
|
|
Fisher Pivots for day following 05-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
131-280 |
131-305 |
PP |
131-265 |
131-282 |
S1 |
131-250 |
131-258 |
|