ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 20-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
130-205 |
130-165 |
-0-040 |
-0.1% |
131-010 |
High |
130-310 |
130-240 |
-0-070 |
-0.2% |
131-195 |
Low |
130-145 |
130-080 |
-0-065 |
-0.2% |
130-255 |
Close |
130-180 |
130-205 |
0-025 |
0.1% |
130-310 |
Range |
0-165 |
0-160 |
-0-005 |
-3.0% |
0-260 |
ATR |
0-164 |
0-164 |
0-000 |
-0.2% |
0-000 |
Volume |
1,437,829 |
1,709,628 |
271,799 |
18.9% |
7,729,708 |
|
Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-015 |
131-270 |
130-293 |
|
R3 |
131-175 |
131-110 |
130-249 |
|
R2 |
131-015 |
131-015 |
130-234 |
|
R1 |
130-270 |
130-270 |
130-220 |
130-302 |
PP |
130-175 |
130-175 |
130-175 |
130-191 |
S1 |
130-110 |
130-110 |
130-190 |
130-142 |
S2 |
130-015 |
130-015 |
130-176 |
|
S3 |
129-175 |
129-270 |
130-161 |
|
S4 |
129-015 |
129-110 |
130-117 |
|
|
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 |
130-080 |
1-115 |
1.0% |
0-164 |
0.4% |
29% |
False |
True |
1,678,582 |
10 |
131-250 |
130-080 |
1-170 |
1.2% |
0-158 |
0.4% |
26% |
False |
True |
1,664,286 |
20 |
133-060 |
130-080 |
2-300 |
2.2% |
0-168 |
0.4% |
13% |
False |
True |
1,788,270 |
40 |
133-280 |
130-080 |
3-200 |
2.8% |
0-156 |
0.4% |
11% |
False |
True |
1,645,664 |
60 |
134-265 |
130-080 |
4-185 |
3.5% |
0-153 |
0.4% |
9% |
False |
True |
1,125,910 |
80 |
134-265 |
130-080 |
4-185 |
3.5% |
0-157 |
0.4% |
9% |
False |
True |
844,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-280 |
2.618 |
132-019 |
1.618 |
131-179 |
1.000 |
131-080 |
0.618 |
131-019 |
HIGH |
130-240 |
0.618 |
130-179 |
0.500 |
130-160 |
0.382 |
130-141 |
LOW |
130-080 |
0.618 |
129-301 |
1.000 |
129-240 |
1.618 |
129-141 |
2.618 |
128-301 |
4.250 |
128-040 |
|
|
Fisher Pivots for day following 20-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
130-190 |
130-202 |
PP |
130-175 |
130-198 |
S1 |
130-160 |
130-195 |
|