ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 26-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
130-155 |
130-190 |
0-035 |
0.1% |
130-290 |
High |
130-220 |
130-225 |
0-005 |
0.0% |
130-310 |
Low |
130-080 |
130-115 |
0-035 |
0.1% |
129-310 |
Close |
130-180 |
130-195 |
0-015 |
0.0% |
130-110 |
Range |
0-140 |
0-110 |
-0-030 |
-21.4% |
1-000 |
ATR |
0-165 |
0-161 |
-0-004 |
-2.4% |
0-000 |
Volume |
1,252,112 |
1,273,679 |
21,567 |
1.7% |
8,929,860 |
|
Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-188 |
131-142 |
130-256 |
|
R3 |
131-078 |
131-032 |
130-225 |
|
R2 |
130-288 |
130-288 |
130-215 |
|
R1 |
130-242 |
130-242 |
130-205 |
130-265 |
PP |
130-178 |
130-178 |
130-178 |
130-190 |
S1 |
130-132 |
130-132 |
130-185 |
130-155 |
S2 |
130-068 |
130-068 |
130-175 |
|
S3 |
129-278 |
130-022 |
130-165 |
|
S4 |
129-168 |
129-232 |
130-134 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-137 |
132-283 |
130-286 |
|
R3 |
132-137 |
131-283 |
130-198 |
|
R2 |
131-137 |
131-137 |
130-169 |
|
R1 |
130-283 |
130-283 |
130-139 |
130-210 |
PP |
130-137 |
130-137 |
130-137 |
130-100 |
S1 |
129-283 |
129-283 |
130-081 |
129-210 |
S2 |
129-137 |
129-137 |
130-051 |
|
S3 |
128-137 |
128-283 |
130-022 |
|
S4 |
127-137 |
127-283 |
129-254 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-240 |
129-310 |
0-250 |
0.6% |
0-154 |
0.4% |
82% |
False |
False |
1,588,713 |
10 |
131-195 |
129-310 |
1-205 |
1.3% |
0-165 |
0.4% |
39% |
False |
False |
1,695,624 |
20 |
132-085 |
129-310 |
2-095 |
1.8% |
0-156 |
0.4% |
28% |
False |
False |
1,685,187 |
40 |
133-280 |
129-310 |
3-290 |
3.0% |
0-157 |
0.4% |
16% |
False |
False |
1,606,578 |
60 |
134-265 |
129-310 |
4-275 |
3.7% |
0-154 |
0.4% |
13% |
False |
False |
1,229,644 |
80 |
134-265 |
129-310 |
4-275 |
3.7% |
0-159 |
0.4% |
13% |
False |
False |
922,563 |
100 |
134-265 |
129-310 |
4-275 |
3.7% |
0-157 |
0.4% |
13% |
False |
False |
738,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-052 |
2.618 |
131-193 |
1.618 |
131-083 |
1.000 |
131-015 |
0.618 |
130-293 |
HIGH |
130-225 |
0.618 |
130-183 |
0.500 |
130-170 |
0.382 |
130-157 |
LOW |
130-115 |
0.618 |
130-047 |
1.000 |
130-005 |
1.618 |
129-257 |
2.618 |
129-147 |
4.250 |
128-288 |
|
|
Fisher Pivots for day following 26-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
130-187 |
130-167 |
PP |
130-178 |
130-138 |
S1 |
130-170 |
130-110 |
|