ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 19-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
130-290 |
130-205 |
-0-085 |
-0.2% |
131-010 |
High |
130-300 |
130-310 |
0-010 |
0.0% |
131-195 |
Low |
130-140 |
130-145 |
0-005 |
0.0% |
130-255 |
Close |
130-245 |
130-180 |
-0-065 |
-0.2% |
130-310 |
Range |
0-160 |
0-165 |
0-005 |
3.1% |
0-260 |
ATR |
0-164 |
0-164 |
0-000 |
0.1% |
0-000 |
Volume |
2,074,254 |
1,437,829 |
-636,425 |
-30.7% |
7,729,708 |
|
Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-067 |
131-288 |
130-271 |
|
R3 |
131-222 |
131-123 |
130-225 |
|
R2 |
131-057 |
131-057 |
130-210 |
|
R1 |
130-278 |
130-278 |
130-195 |
130-245 |
PP |
130-212 |
130-212 |
130-212 |
130-195 |
S1 |
130-113 |
130-113 |
130-165 |
130-080 |
S2 |
130-047 |
130-047 |
130-150 |
|
S3 |
129-202 |
129-268 |
130-135 |
|
S4 |
129-037 |
129-103 |
130-089 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-180 |
133-025 |
131-133 |
|
R3 |
132-240 |
132-085 |
131-062 |
|
R2 |
131-300 |
131-300 |
131-038 |
|
R1 |
131-145 |
131-145 |
131-014 |
131-092 |
PP |
131-040 |
131-040 |
131-040 |
131-014 |
S1 |
130-205 |
130-205 |
130-286 |
130-152 |
S2 |
130-100 |
130-100 |
130-262 |
|
S3 |
129-160 |
129-265 |
130-238 |
|
S4 |
128-220 |
129-005 |
130-167 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-195 |
130-140 |
1-055 |
0.9% |
0-176 |
0.4% |
11% |
False |
False |
1,802,534 |
10 |
131-270 |
130-140 |
1-130 |
1.1% |
0-156 |
0.4% |
9% |
False |
False |
1,664,912 |
20 |
133-125 |
130-140 |
2-305 |
2.3% |
0-168 |
0.4% |
4% |
False |
False |
1,787,497 |
40 |
133-280 |
130-140 |
3-140 |
2.6% |
0-154 |
0.4% |
4% |
False |
False |
1,626,923 |
60 |
134-265 |
130-140 |
4-125 |
3.4% |
0-153 |
0.4% |
3% |
False |
False |
1,097,435 |
80 |
134-265 |
130-140 |
4-125 |
3.4% |
0-157 |
0.4% |
3% |
False |
False |
823,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-051 |
2.618 |
132-102 |
1.618 |
131-257 |
1.000 |
131-155 |
0.618 |
131-092 |
HIGH |
130-310 |
0.618 |
130-247 |
0.500 |
130-228 |
0.382 |
130-208 |
LOW |
130-145 |
0.618 |
130-043 |
1.000 |
129-300 |
1.618 |
129-198 |
2.618 |
129-033 |
4.250 |
128-084 |
|
|
Fisher Pivots for day following 19-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
130-228 |
130-315 |
PP |
130-212 |
130-270 |
S1 |
130-196 |
130-225 |
|