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 |
|
|
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 |
|