ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 04-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2021 |
04-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
130-295 |
130-190 |
-0-105 |
-0.3% |
130-155 |
High |
131-055 |
131-140 |
0-085 |
0.2% |
131-070 |
Low |
130-155 |
130-180 |
0-025 |
0.1% |
130-075 |
Close |
130-245 |
131-100 |
0-175 |
0.4% |
130-225 |
Range |
0-220 |
0-280 |
0-060 |
27.3% |
0-315 |
ATR |
0-171 |
0-179 |
0-008 |
4.5% |
0-000 |
Volume |
1,821,995 |
1,713,598 |
-108,397 |
-5.9% |
10,135,667 |
|
Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-233 |
133-127 |
131-254 |
|
R3 |
132-273 |
132-167 |
131-177 |
|
R2 |
131-313 |
131-313 |
131-151 |
|
R1 |
131-207 |
131-207 |
131-126 |
131-260 |
PP |
131-033 |
131-033 |
131-033 |
131-060 |
S1 |
130-247 |
130-247 |
131-074 |
130-300 |
S2 |
130-073 |
130-073 |
131-049 |
|
S3 |
129-113 |
129-287 |
131-023 |
|
S4 |
128-153 |
129-007 |
130-266 |
|
|
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 |
131-140 |
130-075 |
1-065 |
0.9% |
0-199 |
0.5% |
90% |
True |
False |
1,840,711 |
10 |
131-140 |
129-315 |
1-145 |
1.1% |
0-181 |
0.4% |
91% |
True |
False |
1,859,126 |
20 |
131-195 |
129-310 |
1-205 |
1.2% |
0-172 |
0.4% |
82% |
False |
False |
1,779,965 |
40 |
133-230 |
129-310 |
3-240 |
2.9% |
0-169 |
0.4% |
36% |
False |
False |
1,706,593 |
60 |
134-005 |
129-310 |
4-015 |
3.1% |
0-157 |
0.4% |
33% |
False |
False |
1,464,240 |
80 |
134-265 |
129-310 |
4-275 |
3.7% |
0-162 |
0.4% |
28% |
False |
False |
1,099,132 |
100 |
134-265 |
129-310 |
4-275 |
3.7% |
0-162 |
0.4% |
28% |
False |
False |
879,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-050 |
2.618 |
133-233 |
1.618 |
132-273 |
1.000 |
132-100 |
0.618 |
131-313 |
HIGH |
131-140 |
0.618 |
131-033 |
0.500 |
131-000 |
0.382 |
130-287 |
LOW |
130-180 |
0.618 |
130-007 |
1.000 |
129-220 |
1.618 |
129-047 |
2.618 |
128-087 |
4.250 |
126-270 |
|
|
Fisher Pivots for day following 04-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
131-067 |
131-062 |
PP |
131-033 |
131-025 |
S1 |
131-000 |
130-308 |
|