ECBOT 10 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 01-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
131-095 |
131-150 |
0-055 |
0.1% |
130-240 |
High |
132-015 |
131-275 |
-0-060 |
-0.1% |
131-105 |
Low |
131-010 |
130-305 |
-0-025 |
-0.1% |
129-160 |
Close |
131-175 |
131-205 |
0-030 |
0.1% |
131-055 |
Range |
1-005 |
0-290 |
-0-035 |
-10.8% |
1-265 |
ATR |
0-226 |
0-231 |
0-005 |
2.0% |
0-000 |
Volume |
231,969 |
55,985 |
-175,984 |
-75.9% |
11,749,295 |
|
Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-065 |
133-265 |
132-044 |
|
R3 |
133-095 |
132-295 |
131-285 |
|
R2 |
132-125 |
132-125 |
131-258 |
|
R1 |
132-005 |
132-005 |
131-232 |
132-065 |
PP |
131-155 |
131-155 |
131-155 |
131-185 |
S1 |
131-035 |
131-035 |
131-178 |
131-095 |
S2 |
130-185 |
130-185 |
131-152 |
|
S3 |
129-215 |
130-065 |
131-125 |
|
S4 |
128-245 |
129-095 |
131-046 |
|
|
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% |
0-307 |
0.7% |
84% |
False |
False |
1,293,956 |
10 |
132-015 |
129-160 |
2-175 |
1.9% |
0-250 |
0.6% |
84% |
False |
False |
1,773,588 |
20 |
132-015 |
129-160 |
2-175 |
1.9% |
0-236 |
0.6% |
84% |
False |
False |
1,645,293 |
40 |
132-015 |
129-160 |
2-175 |
1.9% |
0-198 |
0.5% |
84% |
False |
False |
1,702,257 |
60 |
133-230 |
129-160 |
4-070 |
3.2% |
0-187 |
0.4% |
51% |
False |
False |
1,672,942 |
80 |
134-005 |
129-160 |
4-165 |
3.4% |
0-174 |
0.4% |
47% |
False |
False |
1,465,545 |
100 |
134-265 |
129-160 |
5-105 |
4.0% |
0-175 |
0.4% |
40% |
False |
False |
1,173,011 |
120 |
134-265 |
129-160 |
5-105 |
4.0% |
0-172 |
0.4% |
40% |
False |
False |
977,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-228 |
2.618 |
134-074 |
1.618 |
133-104 |
1.000 |
132-245 |
0.618 |
132-134 |
HIGH |
131-275 |
0.618 |
131-164 |
0.500 |
131-130 |
0.382 |
131-096 |
LOW |
130-305 |
0.618 |
130-126 |
1.000 |
130-015 |
1.618 |
129-156 |
2.618 |
128-186 |
4.250 |
127-032 |
|
|
Fisher Pivots for day following 01-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
131-180 |
131-173 |
PP |
131-155 |
131-142 |
S1 |
131-130 |
131-110 |
|