ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 27-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
130-190 |
130-205 |
0-015 |
0.0% |
130-290 |
High |
130-225 |
131-070 |
0-165 |
0.4% |
130-310 |
Low |
130-115 |
130-140 |
0-025 |
0.1% |
129-310 |
Close |
130-195 |
131-055 |
0-180 |
0.4% |
130-110 |
Range |
0-110 |
0-250 |
0-140 |
127.3% |
1-000 |
ATR |
0-161 |
0-168 |
0-006 |
3.9% |
0-000 |
Volume |
1,273,679 |
2,427,913 |
1,154,234 |
90.6% |
8,929,860 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-092 |
133-003 |
131-192 |
|
R3 |
132-162 |
132-073 |
131-124 |
|
R2 |
131-232 |
131-232 |
131-101 |
|
R1 |
131-143 |
131-143 |
131-078 |
131-188 |
PP |
130-302 |
130-302 |
130-302 |
131-004 |
S1 |
130-213 |
130-213 |
131-032 |
130-258 |
S2 |
130-052 |
130-052 |
131-009 |
|
S3 |
129-122 |
129-283 |
130-306 |
|
S4 |
128-192 |
129-033 |
130-238 |
|
|
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 |
131-070 |
129-310 |
1-080 |
1.0% |
0-172 |
0.4% |
96% |
True |
False |
1,732,370 |
10 |
131-195 |
129-310 |
1-205 |
1.3% |
0-168 |
0.4% |
73% |
False |
False |
1,705,476 |
20 |
132-085 |
129-310 |
2-095 |
1.8% |
0-160 |
0.4% |
52% |
False |
False |
1,703,190 |
40 |
133-280 |
129-310 |
3-290 |
3.0% |
0-161 |
0.4% |
31% |
False |
False |
1,614,625 |
60 |
134-265 |
129-310 |
4-275 |
3.7% |
0-156 |
0.4% |
25% |
False |
False |
1,270,085 |
80 |
134-265 |
129-310 |
4-275 |
3.7% |
0-159 |
0.4% |
25% |
False |
False |
952,907 |
100 |
134-265 |
129-310 |
4-275 |
3.7% |
0-158 |
0.4% |
25% |
False |
False |
762,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-172 |
2.618 |
133-084 |
1.618 |
132-154 |
1.000 |
132-000 |
0.618 |
131-224 |
HIGH |
131-070 |
0.618 |
130-294 |
0.500 |
130-265 |
0.382 |
130-236 |
LOW |
130-140 |
0.618 |
129-306 |
1.000 |
129-210 |
1.618 |
129-056 |
2.618 |
128-126 |
4.250 |
127-038 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
131-018 |
131-008 |
PP |
130-302 |
130-282 |
S1 |
130-265 |
130-235 |
|