ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 06-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2021 |
06-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
132-025 |
131-235 |
-0-110 |
-0.3% |
132-025 |
High |
132-035 |
131-270 |
-0-085 |
-0.2% |
132-070 |
Low |
131-205 |
131-130 |
-0-075 |
-0.2% |
131-070 |
Close |
131-235 |
131-230 |
-0-005 |
0.0% |
132-055 |
Range |
0-150 |
0-140 |
-0-010 |
-6.7% |
1-000 |
ATR |
0-165 |
0-163 |
-0-002 |
-1.1% |
0-000 |
Volume |
1,485,058 |
1,715,889 |
230,831 |
15.5% |
10,488,477 |
|
Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-310 |
132-250 |
131-307 |
|
R3 |
132-170 |
132-110 |
131-268 |
|
R2 |
132-030 |
132-030 |
131-256 |
|
R1 |
131-290 |
131-290 |
131-243 |
131-250 |
PP |
131-210 |
131-210 |
131-210 |
131-190 |
S1 |
131-150 |
131-150 |
131-217 |
131-110 |
S2 |
131-070 |
131-070 |
131-204 |
|
S3 |
130-250 |
131-010 |
131-192 |
|
S4 |
130-110 |
130-190 |
131-153 |
|
|
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 |
131-110 |
0-295 |
0.7% |
0-153 |
0.4% |
41% |
False |
False |
1,751,817 |
10 |
133-060 |
131-070 |
1-310 |
1.5% |
0-178 |
0.4% |
25% |
False |
False |
1,912,254 |
20 |
133-230 |
131-070 |
2-160 |
1.9% |
0-166 |
0.4% |
20% |
False |
False |
1,633,401 |
40 |
134-005 |
131-070 |
2-255 |
2.1% |
0-151 |
0.4% |
18% |
False |
False |
1,271,545 |
60 |
134-265 |
131-070 |
3-195 |
2.7% |
0-159 |
0.4% |
14% |
False |
False |
848,776 |
80 |
134-265 |
130-200 |
4-065 |
3.2% |
0-158 |
0.4% |
26% |
False |
False |
636,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-225 |
2.618 |
132-317 |
1.618 |
132-177 |
1.000 |
132-090 |
0.618 |
132-037 |
HIGH |
131-270 |
0.618 |
131-217 |
0.500 |
131-200 |
0.382 |
131-183 |
LOW |
131-130 |
0.618 |
131-043 |
1.000 |
130-310 |
1.618 |
130-223 |
2.618 |
130-083 |
4.250 |
129-175 |
|
|
Fisher Pivots for day following 06-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
131-220 |
131-268 |
PP |
131-210 |
131-255 |
S1 |
131-200 |
131-242 |
|