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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 2 trading days
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

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

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