ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 30-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
130-310 |
131-095 |
0-105 |
0.3% |
130-240 |
High |
131-105 |
132-015 |
0-230 |
0.5% |
131-105 |
Low |
130-205 |
131-010 |
0-125 |
0.3% |
129-160 |
Close |
131-015 |
131-175 |
0-160 |
0.4% |
131-055 |
Range |
0-220 |
1-005 |
0-105 |
47.7% |
1-265 |
ATR |
0-219 |
0-226 |
0-008 |
3.5% |
0-000 |
Volume |
908,346 |
231,969 |
-676,377 |
-74.5% |
11,749,295 |
|
Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-188 |
134-027 |
132-034 |
|
R3 |
133-183 |
133-022 |
131-264 |
|
R2 |
132-178 |
132-178 |
131-235 |
|
R1 |
132-017 |
132-017 |
131-205 |
132-098 |
PP |
131-173 |
131-173 |
131-173 |
131-214 |
S1 |
131-012 |
131-012 |
131-145 |
131-092 |
S2 |
130-168 |
130-168 |
131-115 |
|
S3 |
129-163 |
130-007 |
131-086 |
|
S4 |
128-158 |
129-002 |
130-316 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-048 |
135-157 |
132-057 |
|
R3 |
134-103 |
133-212 |
131-216 |
|
R2 |
132-158 |
132-158 |
131-162 |
|
R1 |
131-267 |
131-267 |
131-109 |
132-052 |
PP |
130-213 |
130-213 |
130-213 |
130-266 |
S1 |
130-002 |
130-002 |
131-001 |
130-108 |
S2 |
128-268 |
128-268 |
130-268 |
|
S3 |
127-003 |
128-057 |
130-214 |
|
S4 |
125-058 |
126-112 |
130-053 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-015 |
129-160 |
2-175 |
1.9% |
0-279 |
0.7% |
80% |
True |
False |
1,950,889 |
10 |
132-015 |
129-160 |
2-175 |
1.9% |
0-234 |
0.6% |
80% |
True |
False |
1,908,769 |
20 |
132-015 |
129-160 |
2-175 |
1.9% |
0-229 |
0.5% |
80% |
True |
False |
1,717,634 |
40 |
132-035 |
129-160 |
2-195 |
2.0% |
0-195 |
0.5% |
78% |
False |
False |
1,737,983 |
60 |
133-230 |
129-160 |
4-070 |
3.2% |
0-185 |
0.4% |
49% |
False |
False |
1,696,618 |
80 |
134-005 |
129-160 |
4-165 |
3.4% |
0-173 |
0.4% |
45% |
False |
False |
1,465,022 |
100 |
134-265 |
129-160 |
5-105 |
4.1% |
0-173 |
0.4% |
38% |
False |
False |
1,172,453 |
120 |
134-265 |
129-160 |
5-105 |
4.1% |
0-171 |
0.4% |
38% |
False |
False |
977,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-116 |
2.618 |
134-226 |
1.618 |
133-221 |
1.000 |
133-020 |
0.618 |
132-216 |
HIGH |
132-015 |
0.618 |
131-211 |
0.500 |
131-172 |
0.382 |
131-134 |
LOW |
131-010 |
0.618 |
130-129 |
1.000 |
130-005 |
1.618 |
129-124 |
2.618 |
128-119 |
4.250 |
126-229 |
|
|
Fisher Pivots for day following 30-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
131-174 |
131-106 |
PP |
131-173 |
131-037 |
S1 |
131-172 |
130-288 |
|