ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 01-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
130-220 |
130-205 |
-0-015 |
0.0% |
130-155 |
High |
130-280 |
130-255 |
-0-025 |
-0.1% |
131-070 |
Low |
130-075 |
130-125 |
0-050 |
0.1% |
130-075 |
Close |
130-225 |
130-210 |
-0-015 |
0.0% |
130-225 |
Range |
0-205 |
0-130 |
-0-075 |
-36.6% |
0-315 |
ATR |
0-171 |
0-168 |
-0-003 |
-1.7% |
0-000 |
Volume |
2,686,126 |
1,479,047 |
-1,207,079 |
-44.9% |
10,135,667 |
|
Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-267 |
131-208 |
130-282 |
|
R3 |
131-137 |
131-078 |
130-246 |
|
R2 |
131-007 |
131-007 |
130-234 |
|
R1 |
130-268 |
130-268 |
130-222 |
130-298 |
PP |
130-197 |
130-197 |
130-197 |
130-211 |
S1 |
130-138 |
130-138 |
130-198 |
130-168 |
S2 |
130-067 |
130-067 |
130-186 |
|
S3 |
129-257 |
130-008 |
130-174 |
|
S4 |
129-127 |
129-198 |
130-138 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-215 |
133-055 |
131-078 |
|
R3 |
132-220 |
132-060 |
130-312 |
|
R2 |
131-225 |
131-225 |
130-283 |
|
R1 |
131-065 |
131-065 |
130-254 |
131-145 |
PP |
130-230 |
130-230 |
130-230 |
130-270 |
S1 |
130-070 |
130-070 |
130-196 |
130-150 |
S2 |
129-235 |
129-235 |
130-167 |
|
S3 |
128-240 |
129-075 |
130-138 |
|
S4 |
127-245 |
128-080 |
130-052 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-070 |
130-075 |
0-315 |
0.8% |
0-169 |
0.4% |
43% |
False |
False |
2,072,520 |
10 |
131-070 |
129-310 |
1-080 |
1.0% |
0-167 |
0.4% |
55% |
False |
False |
1,847,032 |
20 |
132-035 |
129-310 |
2-045 |
1.6% |
0-161 |
0.4% |
32% |
False |
False |
1,758,333 |
40 |
133-230 |
129-310 |
3-240 |
2.9% |
0-163 |
0.4% |
18% |
False |
False |
1,686,110 |
60 |
134-005 |
129-310 |
4-015 |
3.1% |
0-154 |
0.4% |
17% |
False |
False |
1,380,818 |
80 |
134-265 |
129-310 |
4-275 |
3.7% |
0-159 |
0.4% |
14% |
False |
False |
1,036,158 |
100 |
134-265 |
129-310 |
4-275 |
3.7% |
0-159 |
0.4% |
14% |
False |
False |
828,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-168 |
2.618 |
131-275 |
1.618 |
131-145 |
1.000 |
131-065 |
0.618 |
131-015 |
HIGH |
130-255 |
0.618 |
130-205 |
0.500 |
130-190 |
0.382 |
130-175 |
LOW |
130-125 |
0.618 |
130-045 |
1.000 |
129-315 |
1.618 |
129-235 |
2.618 |
129-105 |
4.250 |
128-212 |
|
|
Fisher Pivots for day following 01-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
130-203 |
130-210 |
PP |
130-197 |
130-210 |
S1 |
130-190 |
130-210 |
|