ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 17-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
130-100 |
130-050 |
-0-050 |
-0.1% |
131-230 |
High |
130-170 |
130-190 |
0-020 |
0.0% |
131-295 |
Low |
130-030 |
130-015 |
-0-015 |
0.0% |
130-090 |
Close |
130-055 |
130-145 |
0-090 |
0.2% |
130-170 |
Range |
0-140 |
0-175 |
0-035 |
25.0% |
1-205 |
ATR |
0-194 |
0-193 |
-0-001 |
-0.7% |
0-000 |
Volume |
1,407,795 |
1,289,899 |
-117,896 |
-8.4% |
6,997,080 |
|
Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-002 |
131-248 |
130-241 |
|
R3 |
131-147 |
131-073 |
130-193 |
|
R2 |
130-292 |
130-292 |
130-177 |
|
R1 |
130-218 |
130-218 |
130-161 |
130-255 |
PP |
130-117 |
130-117 |
130-117 |
130-135 |
S1 |
130-043 |
130-043 |
130-129 |
130-080 |
S2 |
129-262 |
129-262 |
130-113 |
|
S3 |
129-087 |
129-188 |
130-097 |
|
S4 |
128-232 |
129-013 |
130-049 |
|
|
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 |
130-275 |
130-015 |
0-260 |
0.6% |
0-169 |
0.4% |
50% |
False |
True |
1,153,931 |
10 |
131-305 |
130-015 |
1-290 |
1.5% |
0-217 |
0.5% |
21% |
False |
True |
1,463,789 |
20 |
131-305 |
129-310 |
1-315 |
1.5% |
0-195 |
0.5% |
24% |
False |
False |
1,664,277 |
40 |
133-060 |
129-310 |
3-070 |
2.5% |
0-182 |
0.4% |
15% |
False |
False |
1,726,273 |
60 |
133-280 |
129-310 |
3-290 |
3.0% |
0-169 |
0.4% |
12% |
False |
False |
1,651,868 |
80 |
134-265 |
129-310 |
4-275 |
3.7% |
0-164 |
0.4% |
10% |
False |
False |
1,260,501 |
100 |
134-265 |
129-310 |
4-275 |
3.7% |
0-164 |
0.4% |
10% |
False |
False |
1,008,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-294 |
2.618 |
132-008 |
1.618 |
131-153 |
1.000 |
131-045 |
0.618 |
130-298 |
HIGH |
130-190 |
0.618 |
130-123 |
0.500 |
130-102 |
0.382 |
130-082 |
LOW |
130-015 |
0.618 |
129-227 |
1.000 |
129-160 |
1.618 |
129-052 |
2.618 |
128-197 |
4.250 |
127-231 |
|
|
Fisher Pivots for day following 17-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
130-131 |
130-145 |
PP |
130-117 |
130-145 |
S1 |
130-102 |
130-145 |
|