ECBOT 10 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 131-070 131-050 -0-020 0.0% 131-190
High 131-210 131-090 -0-120 -0.3% 132-230
Low 131-050 130-255 -0-115 -0.3% 131-050
Close 131-070 131-000 -0-070 -0.2% 131-070
Range 0-160 0-155 -0-005 -3.1% 1-180
ATR
Volume 11 26 15 136.4% 274
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 132-153 132-072 131-085
R3 131-318 131-237 131-043
R2 131-163 131-163 131-028
R1 131-082 131-082 131-014 131-045
PP 131-008 131-008 131-008 130-310
S1 130-247 130-247 130-306 130-210
S2 130-173 130-173 130-292
S3 130-018 130-092 130-277
S4 129-183 129-257 130-235
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 136-123 135-117 132-025
R3 134-263 133-257 131-208
R2 133-083 133-083 131-162
R1 132-077 132-077 131-116 131-310
PP 131-223 131-223 131-223 131-180
S1 130-217 130-217 131-024 130-130
S2 130-043 130-043 130-298
S3 128-183 129-037 130-252
S4 127-003 127-177 130-115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-230 130-255 1-295 1.5% 0-170 0.4% 11% False True 58
10 132-260 130-255 2-005 1.5% 0-154 0.4% 10% False True 33
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-109
2.618 132-176
1.618 132-021
1.000 131-245
0.618 131-186
HIGH 131-090
0.618 131-031
0.500 131-012
0.382 130-314
LOW 130-255
0.618 130-159
1.000 130-100
1.618 130-004
2.618 129-169
4.250 128-236
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 131-012 131-208
PP 131-008 131-138
S1 131-004 131-069

These figures are updated between 7pm and 10pm EST after a trading day.

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