ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 04-Aug-2021

Day Change Summary
	Previous	Current
	03-Aug-2021	04-Aug-2021	Change	Change %	Previous Week
Open	134-290	134-315	0-025	0.1%	134-060
High	135-060	135-140	0-080	0.2%	134-190
Low	134-250	134-200	-0-050	-0.1%	134-020
Close	135-000	134-265	-0-055	-0.1%	134-145
Range	0-130	0-260	0-130	100.0%	0-170
ATR	0-169	0-175	0-007	3.9%	0-000
Volume	1,081,659	1,722,812	641,153	59.3%	6,968,418

Daily Pivots for day following 04-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	137-128	136-297	135-088
R3	136-188	136-037	135-016
R2	135-248	135-248	134-313
R1	135-097	135-097	134-289	135-042
PP	134-308	134-308	134-308	134-281
S1	134-157	134-157	134-241	134-102
S2	134-048	134-048	134-217
S3	133-108	133-217	134-194
S4	132-168	132-277	134-122

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-308	135-237	134-238
R3	135-138	135-067	134-192
R2	134-288	134-288	134-176
R1	134-217	134-217	134-161	134-252
PP	134-118	134-118	134-118	134-136
S1	134-047	134-047	134-129	134-082
S2	133-268	133-268	134-114
S3	133-098	133-197	134-098
S4	132-248	133-027	134-052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-140	134-030	1-110	1.0%	0-175	0.4%	55%	True	False	1,464,816
10	135-140	133-275	1-185	1.2%	0-164	0.4%	61%	True	False	1,351,783
20	135-140	132-300	2-160	1.9%	0-178	0.4%	76%	True	False	1,520,758
40	135-140	131-140	4-000	3.0%	0-175	0.4%	85%	True	False	1,555,836
60	135-140	130-315	4-145	3.3%	0-158	0.4%	86%	True	False	1,362,135
80	135-140	130-170	4-290	3.6%	0-159	0.4%	88%	True	False	1,023,095

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	138-285
2.618	137-181
1.618	136-241
1.000	136-080
0.618	135-301
HIGH	135-140
0.618	135-041
0.500	135-010
0.382	134-299
LOW	134-200
0.618	134-039
1.000	133-260
1.618	133-099
2.618	132-159
4.250	131-055

Fisher Pivots for day following 04-Aug-2021
Pivot	1 day	3 day
R1	135-010	134-302
PP	134-308	134-290
S1	134-287	134-278

Download as Excel Spreadsheet

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

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