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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 24 trading days
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

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

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