ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 20-Jul-2021

Day Change Summary
	Previous	Current
	19-Jul-2021	20-Jul-2021	Change	Change %	Previous Week
Open	133-270	134-190	0-240	0.6%	133-125
High	134-255	135-070	0-135	0.3%	133-280
Low	133-260	134-140	0-200	0.5%	132-300
Close	134-220	134-215	-0-005	0.0%	133-250
Range	0-315	0-250	-0-065	-20.6%	0-300
ATR	0-171	0-176	0-006	3.3%	0-000
Volume	2,253,335	2,194,456	-58,879	-2.6%	7,405,061

Daily Pivots for day following 20-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	137-038	136-217	135-032
R3	136-108	135-287	134-284
R2	135-178	135-178	134-261
R1	135-037	135-037	134-238	135-108
PP	134-248	134-248	134-248	134-284
S1	134-107	134-107	134-192	134-178
S2	133-318	133-318	134-169
S3	133-068	133-177	134-146
S4	132-138	132-247	134-078

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	135-070	132-300	2-090	1.7%	0-204	0.5%	76%	True	False	1,696,246
10	135-070	132-300	2-090	1.7%	0-182	0.4%	76%	True	False	1,683,417
20	135-070	131-245	3-145	2.6%	0-159	0.4%	84%	True	False	1,504,839
40	135-070	131-140	3-250	2.8%	0-160	0.4%	86%	True	False	1,628,520
60	135-070	130-235	4-155	3.3%	0-156	0.4%	88%	True	False	1,106,754
80	135-070	129-250	5-140	4.0%	0-155	0.4%	90%	True	False	830,271

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	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138-172
2.618	137-084
1.618	136-154
1.000	136-000
0.618	135-224
HIGH	135-070
0.618	134-294
0.500	134-265
0.382	134-236
LOW	134-140
0.618	133-306
1.000	133-210
1.618	133-056
2.618	132-126
4.250	131-038

Fisher Pivots for day following 20-Jul-2021
Pivot	1 day	3 day
R1	134-265	134-179
PP	134-248	134-143
S1	134-232	134-108

Download as Excel Spreadsheet

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

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