ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 16-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
130-200 |
130-100 |
-0-100 |
-0.2% |
131-230 |
High |
130-275 |
130-170 |
-0-105 |
-0.3% |
131-295 |
Low |
130-075 |
130-030 |
-0-045 |
-0.1% |
130-090 |
Close |
130-095 |
130-055 |
-0-040 |
-0.1% |
130-170 |
Range |
0-200 |
0-140 |
-0-060 |
-30.0% |
1-205 |
ATR |
0-198 |
0-194 |
-0-004 |
-2.1% |
0-000 |
Volume |
1,183,106 |
1,407,795 |
224,689 |
19.0% |
6,997,080 |
|
Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-185 |
131-100 |
130-132 |
|
R3 |
131-045 |
130-280 |
130-094 |
|
R2 |
130-225 |
130-225 |
130-081 |
|
R1 |
130-140 |
130-140 |
130-068 |
130-112 |
PP |
130-085 |
130-085 |
130-085 |
130-071 |
S1 |
130-000 |
130-000 |
130-042 |
129-292 |
S2 |
129-265 |
129-265 |
130-029 |
|
S3 |
129-125 |
129-180 |
130-016 |
|
S4 |
128-305 |
129-040 |
129-298 |
|
|
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 |
131-250 |
130-030 |
1-220 |
1.3% |
0-212 |
0.5% |
5% |
False |
True |
1,355,029 |
10 |
131-305 |
130-030 |
1-275 |
1.4% |
0-222 |
0.5% |
4% |
False |
True |
1,516,998 |
20 |
131-305 |
129-310 |
1-315 |
1.5% |
0-194 |
0.5% |
10% |
False |
False |
1,685,263 |
40 |
133-125 |
129-310 |
3-135 |
2.6% |
0-181 |
0.4% |
6% |
False |
False |
1,736,380 |
60 |
133-280 |
129-310 |
3-290 |
3.0% |
0-168 |
0.4% |
5% |
False |
False |
1,646,370 |
80 |
134-265 |
129-310 |
4-275 |
3.7% |
0-163 |
0.4% |
4% |
False |
False |
1,244,392 |
100 |
134-265 |
129-310 |
4-275 |
3.7% |
0-164 |
0.4% |
4% |
False |
False |
995,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-125 |
2.618 |
131-217 |
1.618 |
131-077 |
1.000 |
130-310 |
0.618 |
130-257 |
HIGH |
130-170 |
0.618 |
130-117 |
0.500 |
130-100 |
0.382 |
130-083 |
LOW |
130-030 |
0.618 |
129-263 |
1.000 |
129-210 |
1.618 |
129-123 |
2.618 |
128-303 |
4.250 |
128-075 |
|
|
Fisher Pivots for day following 16-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
130-100 |
130-152 |
PP |
130-085 |
130-120 |
S1 |
130-070 |
130-088 |
|