ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 02-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2021 |
02-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
130-205 |
130-235 |
0-030 |
0.1% |
130-155 |
High |
130-255 |
131-045 |
0-110 |
0.3% |
131-070 |
Low |
130-125 |
130-205 |
0-080 |
0.2% |
130-075 |
Close |
130-210 |
130-310 |
0-100 |
0.2% |
130-225 |
Range |
0-130 |
0-160 |
0-030 |
23.1% |
0-315 |
ATR |
0-168 |
0-168 |
-0-001 |
-0.3% |
0-000 |
Volume |
1,479,047 |
1,502,792 |
23,745 |
1.6% |
10,135,667 |
|
Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-133 |
132-062 |
131-078 |
|
R3 |
131-293 |
131-222 |
131-034 |
|
R2 |
131-133 |
131-133 |
131-019 |
|
R1 |
131-062 |
131-062 |
131-005 |
131-098 |
PP |
130-293 |
130-293 |
130-293 |
130-311 |
S1 |
130-222 |
130-222 |
130-295 |
130-258 |
S2 |
130-133 |
130-133 |
130-281 |
|
S3 |
129-293 |
130-062 |
130-266 |
|
S4 |
129-133 |
129-222 |
130-222 |
|
|
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% |
0-179 |
0.4% |
75% |
False |
False |
2,118,343 |
10 |
131-070 |
129-310 |
1-080 |
1.0% |
0-166 |
0.4% |
80% |
False |
False |
1,853,528 |
20 |
131-270 |
129-310 |
1-280 |
1.4% |
0-162 |
0.4% |
53% |
False |
False |
1,759,220 |
40 |
133-230 |
129-310 |
3-240 |
2.9% |
0-163 |
0.4% |
27% |
False |
False |
1,686,767 |
60 |
134-005 |
129-310 |
4-015 |
3.1% |
0-154 |
0.4% |
25% |
False |
False |
1,405,629 |
80 |
134-265 |
129-310 |
4-275 |
3.7% |
0-160 |
0.4% |
21% |
False |
False |
1,054,940 |
100 |
134-265 |
129-310 |
4-275 |
3.7% |
0-159 |
0.4% |
21% |
False |
False |
843,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-085 |
2.618 |
132-144 |
1.618 |
131-304 |
1.000 |
131-205 |
0.618 |
131-144 |
HIGH |
131-045 |
0.618 |
130-304 |
0.500 |
130-285 |
0.382 |
130-266 |
LOW |
130-205 |
0.618 |
130-106 |
1.000 |
130-045 |
1.618 |
129-266 |
2.618 |
129-106 |
4.250 |
128-165 |
|
|
Fisher Pivots for day following 02-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
130-302 |
130-280 |
PP |
130-293 |
130-250 |
S1 |
130-285 |
130-220 |
|