ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 03-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2021 |
03-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
130-235 |
130-295 |
0-060 |
0.1% |
130-155 |
High |
131-045 |
131-055 |
0-010 |
0.0% |
131-070 |
Low |
130-205 |
130-155 |
-0-050 |
-0.1% |
130-075 |
Close |
130-310 |
130-245 |
-0-065 |
-0.2% |
130-225 |
Range |
0-160 |
0-220 |
0-060 |
37.5% |
0-315 |
ATR |
0-168 |
0-171 |
0-004 |
2.2% |
0-000 |
Volume |
1,502,792 |
1,821,995 |
319,203 |
21.2% |
10,135,667 |
|
Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-278 |
132-162 |
131-046 |
|
R3 |
132-058 |
131-262 |
130-306 |
|
R2 |
131-158 |
131-158 |
130-285 |
|
R1 |
131-042 |
131-042 |
130-265 |
130-310 |
PP |
130-258 |
130-258 |
130-258 |
130-232 |
S1 |
130-142 |
130-142 |
130-225 |
130-090 |
S2 |
130-038 |
130-038 |
130-205 |
|
S3 |
129-138 |
129-242 |
130-184 |
|
S4 |
128-238 |
129-022 |
130-124 |
|
|
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 |
131-055 |
130-075 |
0-300 |
0.7% |
0-173 |
0.4% |
57% |
True |
False |
1,997,159 |
10 |
131-070 |
129-310 |
1-080 |
1.0% |
0-172 |
0.4% |
64% |
False |
False |
1,864,765 |
20 |
131-250 |
129-310 |
1-260 |
1.4% |
0-166 |
0.4% |
44% |
False |
False |
1,764,525 |
40 |
133-230 |
129-310 |
3-240 |
2.9% |
0-166 |
0.4% |
21% |
False |
False |
1,698,963 |
60 |
134-005 |
129-310 |
4-015 |
3.1% |
0-156 |
0.4% |
20% |
False |
False |
1,435,871 |
80 |
134-265 |
129-310 |
4-275 |
3.7% |
0-160 |
0.4% |
16% |
False |
False |
1,077,713 |
100 |
134-265 |
129-310 |
4-275 |
3.7% |
0-159 |
0.4% |
16% |
False |
False |
862,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-030 |
2.618 |
132-311 |
1.618 |
132-091 |
1.000 |
131-275 |
0.618 |
131-191 |
HIGH |
131-055 |
0.618 |
130-291 |
0.500 |
130-265 |
0.382 |
130-239 |
LOW |
130-155 |
0.618 |
130-019 |
1.000 |
129-255 |
1.618 |
129-119 |
2.618 |
128-219 |
4.250 |
127-180 |
|
|
Fisher Pivots for day following 03-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
130-265 |
130-250 |
PP |
130-258 |
130-248 |
S1 |
130-252 |
130-247 |
|