ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 15-Jul-2021

Day Change Summary
	Previous	Current
	14-Jul-2021	15-Jul-2021	Change	Change %	Previous Week
Open	132-310	133-160	0-170	0.4%	132-240
High	133-170	133-280	0-110	0.3%	134-030
Low	132-300	133-140	0-160	0.4%	132-185
Close	133-145	133-255	0-110	0.3%	133-135
Range	0-190	0-140	-0-050	-26.3%	1-165
ATR	0-163	0-161	-0-002	-1.0%	0-000
Volume	1,469,059	1,503,254	34,195	2.3%	6,927,744

Daily Pivots for day following 15-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-005	134-270	134-012
R3	134-185	134-130	133-294
R2	134-045	134-045	133-281
R1	133-310	133-310	133-268	134-018
PP	133-225	133-225	133-225	133-239
S1	133-170	133-170	133-242	133-198
S2	133-085	133-085	133-229
S3	132-265	133-030	133-216
S4	132-125	132-210	133-178

Weekly Pivots for week ending 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	137-292	137-058	134-082
R3	136-127	135-213	133-268
R2	134-282	134-282	133-224
R1	134-048	134-048	133-179	134-165
PP	133-117	133-117	133-117	133-175
S1	132-203	132-203	133-091	133-000
S2	131-272	131-272	133-046
S3	130-107	131-038	133-002
S4	128-262	129-193	132-188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-280	132-300	0-300	0.7%	0-156	0.4%	92%	True	False	1,510,450
10	134-030	132-060	1-290	1.4%	0-166	0.4%	84%	False	False	1,569,977
20	134-030	131-140	2-210	2.0%	0-164	0.4%	89%	False	False	1,569,477
40	134-030	131-010	3-020	2.3%	0-153	0.4%	90%	False	False	1,514,583
60	134-030	130-235	3-115	2.5%	0-150	0.4%	91%	False	False	1,015,043
80	134-030	129-250	4-100	3.2%	0-150	0.4%	93%	False	False	761,412

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	0-033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-235
2.618	135-007
1.618	134-187
1.000	134-100
0.618	134-047
HIGH	133-280
0.618	133-227
0.500	133-210
0.382	133-193
LOW	133-140
0.618	133-053
1.000	133-000
1.618	132-233
2.618	132-093
4.250	131-185

Fisher Pivots for day following 15-Jul-2021
Pivot	1 day	3 day
R1	133-240	133-213
PP	133-225	133-172
S1	133-210	133-130

Download as Excel Spreadsheet

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

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