ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 12-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
130-235 |
130-115 |
-0-120 |
-0.3% |
131-230 |
High |
130-260 |
130-260 |
0-000 |
0.0% |
131-295 |
Low |
130-090 |
130-100 |
0-010 |
0.0% |
130-090 |
Close |
130-105 |
130-170 |
0-065 |
0.2% |
130-170 |
Range |
0-170 |
0-160 |
-0-010 |
-5.9% |
1-205 |
ATR |
0-201 |
0-198 |
-0-003 |
-1.5% |
0-000 |
Volume |
525,839 |
1,363,018 |
837,179 |
159.2% |
6,997,080 |
|
Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-017 |
131-253 |
130-258 |
|
R3 |
131-177 |
131-093 |
130-214 |
|
R2 |
131-017 |
131-017 |
130-199 |
|
R1 |
130-253 |
130-253 |
130-185 |
130-295 |
PP |
130-177 |
130-177 |
130-177 |
130-198 |
S1 |
130-093 |
130-093 |
130-155 |
130-135 |
S2 |
130-017 |
130-017 |
130-141 |
|
S3 |
129-177 |
129-253 |
130-126 |
|
S4 |
129-017 |
129-093 |
130-082 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-267 |
134-263 |
131-139 |
|
R3 |
134-062 |
133-058 |
130-314 |
|
R2 |
132-177 |
132-177 |
130-266 |
|
R1 |
131-173 |
131-173 |
130-218 |
131-072 |
PP |
130-292 |
130-292 |
130-292 |
130-241 |
S1 |
129-288 |
129-288 |
130-122 |
129-188 |
S2 |
129-087 |
129-087 |
130-074 |
|
S3 |
127-202 |
128-083 |
130-026 |
|
S4 |
125-317 |
126-198 |
129-201 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-295 |
130-090 |
1-205 |
1.3% |
0-217 |
0.5% |
15% |
False |
False |
1,399,416 |
10 |
131-305 |
130-090 |
1-215 |
1.3% |
0-216 |
0.5% |
15% |
False |
False |
1,556,092 |
20 |
131-305 |
129-310 |
1-315 |
1.5% |
0-193 |
0.5% |
28% |
False |
False |
1,731,322 |
40 |
133-125 |
129-310 |
3-135 |
2.6% |
0-181 |
0.4% |
16% |
False |
False |
1,738,781 |
60 |
133-280 |
129-310 |
3-290 |
3.0% |
0-166 |
0.4% |
14% |
False |
False |
1,611,730 |
80 |
134-265 |
129-310 |
4-275 |
3.7% |
0-162 |
0.4% |
12% |
False |
False |
1,212,052 |
100 |
134-265 |
129-310 |
4-275 |
3.7% |
0-163 |
0.4% |
12% |
False |
False |
969,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-300 |
2.618 |
132-039 |
1.618 |
131-199 |
1.000 |
131-100 |
0.618 |
131-039 |
HIGH |
130-260 |
0.618 |
130-199 |
0.500 |
130-180 |
0.382 |
130-161 |
LOW |
130-100 |
0.618 |
130-001 |
1.000 |
129-260 |
1.618 |
129-161 |
2.618 |
129-001 |
4.250 |
128-060 |
|
|
Fisher Pivots for day following 12-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
130-180 |
131-010 |
PP |
130-177 |
130-277 |
S1 |
130-173 |
130-223 |
|