ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 12-Oct-2021
Day Change Summary
Previous Current
11-Oct-2021 12-Oct-2021 Change Change % Previous Week
Open 131-010 130-270 -0-060 -0.1% 132-060
High 131-015 131-075 0-060 0.1% 132-085
Low 130-255 130-255 0-000 0.0% 131-010
Close 130-270 131-045 0-095 0.2% 131-045
Range 0-080 0-140 0-060 75.0% 1-075
ATR 0-159 0-158 -0-001 -0.9% 0-000
Volume 527,137 1,701,981 1,174,844 222.9% 8,364,075
Daily Pivots for day following 12-Oct-2021
Classic Woodie Camarilla DeMark
R4 132-118 132-062 131-122
R3 131-298 131-242 131-084
R2 131-158 131-158 131-071
R1 131-102 131-102 131-058 131-130
PP 131-018 131-018 131-018 131-032
S1 130-282 130-282 131-032 130-310
S2 130-198 130-198 131-019
S3 130-058 130-142 131-006
S4 129-238 130-002 130-288
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 135-058 134-127 131-262
R3 133-303 133-052 131-154
R2 132-228 132-228 131-117
R1 131-297 131-297 131-081 131-225
PP 131-153 131-153 131-153 131-118
S1 130-222 130-222 131-009 130-150
S2 130-078 130-078 130-293
S3 129-003 129-147 130-256
S4 127-248 128-072 130-148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-270 130-255 1-015 0.8% 0-137 0.3% 33% False True 1,527,289
10 132-085 130-255 1-150 1.1% 0-146 0.3% 23% False True 1,674,750
20 133-225 130-255 2-290 2.2% 0-163 0.4% 12% False True 1,685,207
40 134-005 130-255 3-070 2.5% 0-148 0.4% 11% False True 1,418,060
60 134-265 130-255 4-010 3.1% 0-154 0.4% 9% False True 947,411
80 134-265 130-255 4-010 3.1% 0-154 0.4% 9% False True 710,622
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-030
2.618 132-122
1.618 131-302
1.000 131-215
0.618 131-162
HIGH 131-075
0.618 131-022
0.500 131-005
0.382 130-308
LOW 130-255
0.618 130-168
1.000 130-115
1.618 130-028
2.618 129-208
4.250 128-300
Fisher Pivots for day following 12-Oct-2021
Pivot 1 day 3 day
R1 131-032 131-060
PP 131-018 131-055
S1 131-005 131-050

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

View Archives - Comment on this page... - Back to Index of Symbols