ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 07-Sep-2021

Day Change Summary
	Previous	Current
	03-Sep-2021	07-Sep-2021	Change	Change %	Previous Week
Open	134-060	133-310	-0-070	-0.2%	133-290
High	134-155	133-310	-0-165	-0.4%	134-155
Low	133-280	133-170	-0-110	-0.3%	133-270
Close	134-000	133-200	-0-120	-0.3%	134-000
Range	0-195	0-140	-0-055	-28.2%	0-205
ATR	0-142	0-143	0-001	0.4%	0-000
Volume	26,714	17,570	-9,144	-34.2%	959,141

Daily Pivots for day following 07-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-007	134-243	133-277
R3	134-187	134-103	133-238
R2	134-047	134-047	133-226
R1	133-283	133-283	133-213	133-255
PP	133-227	133-227	133-227	133-212
S1	133-143	133-143	133-187	133-115
S2	133-087	133-087	133-174
S3	132-267	133-003	133-162
S4	132-127	132-183	133-123

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-010	135-210	134-113
R3	135-125	135-005	134-056
R2	134-240	134-240	134-038
R1	134-120	134-120	134-019	134-180
PP	134-035	134-035	134-035	134-065
S1	133-235	133-235	133-301	133-295
S2	133-150	133-150	133-282
S3	132-265	133-030	133-264
S4	132-060	132-145	133-207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-155	133-170	0-305	0.7%	0-122	0.3%	10%	False	True	60,929
10	134-155	133-120	1-035	0.8%	0-125	0.3%	23%	False	False	1,158,675
20	134-195	133-095	1-100	1.0%	0-133	0.3%	25%	False	False	1,220,213
40	135-140	132-300	2-160	1.9%	0-158	0.4%	28%	False	False	1,359,745
60	135-140	131-140	4-000	3.0%	0-160	0.4%	55%	False	False	1,420,512
80	135-140	131-010	4-130	3.3%	0-153	0.4%	59%	False	False	1,376,727
100	135-140	130-235	4-225	3.5%	0-152	0.4%	61%	False	False	1,103,015
120	135-140	129-250	5-210	4.2%	0-152	0.4%	68%	False	False	919,238

Crabel Price Patterns
NR	True
NR4	False
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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-265
2.618	135-037
1.618	134-217
1.000	134-130
0.618	134-077
HIGH	133-310
0.618	133-257
0.500	133-240
0.382	133-223
LOW	133-170
0.618	133-083
1.000	133-030
1.618	132-263
2.618	132-123
4.250	131-215

Fisher Pivots for day following 07-Sep-2021
Pivot	1 day	3 day
R1	133-240	134-002
PP	133-227	133-282
S1	133-213	133-241

Download as Excel Spreadsheet

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

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