ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 14-Sep-2021
Day Change Summary
Previous Current
13-Sep-2021 14-Sep-2021 Change Change % Previous Week
Open 133-045 133-085 0-040 0.1% 133-115
High 133-125 133-230 0-105 0.2% 133-195
Low 133-025 133-030 0-005 0.0% 132-285
Close 133-095 133-195 0-100 0.2% 133-050
Range 0-100 0-200 0-100 100.0% 0-230
ATR 0-141 0-145 0-004 3.0% 0-000
Volume 819,741 1,552,718 732,977 89.4% 5,322,659
Daily Pivots for day following 14-Sep-2021
Classic Woodie Camarilla DeMark
R4 135-112 135-033 133-305
R3 134-232 134-153 133-250
R2 134-032 134-032 133-232
R1 133-273 133-273 133-213 133-312
PP 133-152 133-152 133-152 133-171
S1 133-073 133-073 133-177 133-112
S2 132-272 132-272 133-158
S3 132-072 132-193 133-140
S4 131-192 131-313 133-085
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 135-120 134-315 133-176
R3 134-210 134-085 133-113
R2 133-300 133-300 133-092
R1 133-175 133-175 133-071 133-122
PP 133-070 133-070 133-070 133-044
S1 132-265 132-265 133-029 132-212
S2 132-160 132-160 133-008
S3 131-250 132-035 132-307
S4 131-020 131-125 132-244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-230 132-305 0-245 0.6% 0-143 0.3% 86% True False 1,243,717
10 133-280 132-285 0-315 0.7% 0-138 0.3% 73% False False 1,360,272
20 134-005 132-255 1-070 0.9% 0-132 0.3% 67% False False 1,150,914
40 134-265 132-215 2-050 1.6% 0-150 0.4% 43% False False 578,512
60 134-265 131-015 3-250 2.8% 0-151 0.4% 68% False False 385,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 136-120
2.618 135-114
1.618 134-234
1.000 134-110
0.618 134-034
HIGH 133-230
0.618 133-154
0.500 133-130
0.382 133-106
LOW 133-030
0.618 132-226
1.000 132-150
1.618 132-026
2.618 131-146
4.250 130-140
Fisher Pivots for day following 14-Sep-2021
Pivot 1 day 3 day
R1 133-173 133-172
PP 133-152 133-148
S1 133-130 133-125

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

View Archives - Comment on this page... - Back to Index of Symbols