ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 16-Jul-2021
Day Change Summary
Previous Current
15-Jul-2021 16-Jul-2021 Change Change % Previous Week
Open 133-160 133-250 0-090 0.2% 133-125
High 133-280 133-270 -0-010 0.0% 133-280
Low 133-140 133-145 0-005 0.0% 132-300
Close 133-255 133-250 -0-005 0.0% 133-250
Range 0-140 0-125 -0-015 -10.7% 0-300
ATR 0-161 0-159 -0-003 -1.6% 0-000
Volume 1,503,254 1,061,127 -442,127 -29.4% 7,405,061
Daily Pivots for day following 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 134-277 134-228 133-319
R3 134-152 134-103 133-284
R2 134-027 134-027 133-273
R1 133-298 133-298 133-261 133-312
PP 133-222 133-222 133-222 133-229
S1 133-173 133-173 133-239 133-188
S2 133-097 133-097 133-227
S3 132-292 133-048 133-216
S4 132-167 132-243 133-181
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 136-110 136-000 134-095
R3 135-130 135-020 134-012
R2 134-150 134-150 133-305
R1 134-040 134-040 133-278 134-095
PP 133-170 133-170 133-170 133-198
S1 133-060 133-060 133-222 133-115
S2 132-190 132-190 133-195
S3 131-210 132-080 133-168
S4 130-230 131-100 133-085
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% 0-153 0.4% 90% False False 1,481,012
10 134-030 132-075 1-275 1.4% 0-169 0.4% 83% False False 1,563,633
20 134-030 131-210 2-140 1.8% 0-158 0.4% 87% False False 1,490,053
40 134-030 131-050 2-300 2.2% 0-151 0.4% 89% False False 1,537,558
60 134-030 130-235 3-115 2.5% 0-151 0.4% 91% False False 1,032,691
80 134-030 129-250 4-100 3.2% 0-150 0.4% 93% False False 774,675
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-161
2.618 134-277
1.618 134-152
1.000 134-075
0.618 134-027
HIGH 133-270
0.618 133-222
0.500 133-208
0.382 133-193
LOW 133-145
0.618 133-068
1.000 133-020
1.618 132-263
2.618 132-138
4.250 131-254
Fisher Pivots for day following 16-Jul-2021
Pivot 1 day 3 day
R1 133-236 133-210
PP 133-222 133-170
S1 133-208 133-130

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

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