ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 28-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
130-205 |
130-315 |
0-110 |
0.3% |
130-290 |
High |
131-070 |
131-025 |
-0-045 |
-0.1% |
130-310 |
Low |
130-140 |
130-195 |
0-055 |
0.1% |
129-310 |
Close |
131-055 |
130-240 |
-0-135 |
-0.3% |
130-110 |
Range |
0-250 |
0-150 |
-0-100 |
-40.0% |
1-000 |
ATR |
0-168 |
0-168 |
0-001 |
0.5% |
0-000 |
Volume |
2,427,913 |
2,495,837 |
67,924 |
2.8% |
8,929,860 |
|
Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-070 |
131-305 |
131-002 |
|
R3 |
131-240 |
131-155 |
130-281 |
|
R2 |
131-090 |
131-090 |
130-268 |
|
R1 |
131-005 |
131-005 |
130-254 |
130-292 |
PP |
130-260 |
130-260 |
130-260 |
130-244 |
S1 |
130-175 |
130-175 |
130-226 |
130-142 |
S2 |
130-110 |
130-110 |
130-212 |
|
S3 |
129-280 |
130-025 |
130-199 |
|
S4 |
129-130 |
129-195 |
130-158 |
|
|
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 |
129-315 |
1-075 |
0.9% |
0-163 |
0.4% |
62% |
False |
False |
1,877,542 |
10 |
131-170 |
129-310 |
1-180 |
1.2% |
0-170 |
0.4% |
50% |
False |
False |
1,795,890 |
20 |
132-085 |
129-310 |
2-095 |
1.8% |
0-158 |
0.4% |
34% |
False |
False |
1,725,037 |
40 |
133-280 |
129-310 |
3-290 |
3.0% |
0-161 |
0.4% |
20% |
False |
False |
1,640,099 |
60 |
134-095 |
129-310 |
4-105 |
3.3% |
0-154 |
0.4% |
18% |
False |
False |
1,311,613 |
80 |
134-265 |
129-310 |
4-275 |
3.7% |
0-159 |
0.4% |
16% |
False |
False |
984,099 |
100 |
134-265 |
129-310 |
4-275 |
3.7% |
0-160 |
0.4% |
16% |
False |
False |
787,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-022 |
2.618 |
132-098 |
1.618 |
131-268 |
1.000 |
131-175 |
0.618 |
131-118 |
HIGH |
131-025 |
0.618 |
130-288 |
0.500 |
130-270 |
0.382 |
130-252 |
LOW |
130-195 |
0.618 |
130-102 |
1.000 |
130-045 |
1.618 |
129-272 |
2.618 |
129-122 |
4.250 |
128-198 |
|
|
Fisher Pivots for day following 28-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
130-270 |
130-252 |
PP |
130-260 |
130-248 |
S1 |
130-250 |
130-244 |
|