ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 19-Jul-2021
Day Change Summary
Previous Current
16-Jul-2021 19-Jul-2021 Change Change % Previous Week
Open 133-250 133-270 0-020 0.0% 133-125
High 133-270 134-255 0-305 0.7% 133-280
Low 133-145 133-260 0-115 0.3% 132-300
Close 133-250 134-220 0-290 0.7% 133-250
Range 0-125 0-315 0-190 152.0% 0-300
ATR 0-159 0-171 0-012 7.5% 0-000
Volume 1,061,127 2,253,335 1,192,208 112.4% 7,405,061
Daily Pivots for day following 19-Jul-2021
Classic Woodie Camarilla DeMark
R4 137-123 137-007 135-073
R3 136-128 136-012 134-307
R2 135-133 135-133 134-278
R1 135-017 135-017 134-249 135-075
PP 134-138 134-138 134-138 134-168
S1 134-022 134-022 134-191 134-080
S2 133-143 133-143 134-162
S3 132-148 133-027 134-133
S4 131-153 132-032 134-047
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
5 134-255 132-300 1-275 1.4% 0-192 0.4% 94% True False 1,661,736
10 134-255 132-185 2-070 1.6% 0-182 0.4% 95% True False 1,658,614
20 134-255 131-245 3-010 2.3% 0-162 0.4% 96% True False 1,492,228
40 134-255 131-140 3-115 2.5% 0-155 0.4% 97% True False 1,588,459
60 134-255 130-235 4-020 3.0% 0-154 0.4% 97% True False 1,070,197
80 134-255 129-250 5-005 3.7% 0-153 0.4% 98% True False 802,842
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 138-314
2.618 137-120
1.618 136-125
1.000 135-250
0.618 135-130
HIGH 134-255
0.618 134-135
0.500 134-098
0.382 134-060
LOW 133-260
0.618 133-065
1.000 132-265
1.618 132-070
2.618 131-075
4.250 129-201
Fisher Pivots for day following 19-Jul-2021
Pivot 1 day 3 day
R1 134-179 134-159
PP 134-138 134-098
S1 134-098 134-038

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

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