ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 21-Jul-2021

Day Change Summary
	Previous	Current
	20-Jul-2021	21-Jul-2021	Change	Change %	Previous Week
Open	134-190	134-170	-0-020	0.0%	133-125
High	135-070	134-265	-0-125	-0.3%	133-280
Low	134-140	133-315	-0-145	-0.3%	132-300
Close	134-215	134-035	-0-180	-0.4%	133-250
Range	0-250	0-270	0-020	8.0%	0-300
ATR	0-176	0-183	0-007	3.8%	0-000
Volume	2,194,456	1,909,685	-284,771	-13.0%	7,405,061

Daily Pivots for day following 21-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-268	136-102	134-184
R3	135-318	135-152	134-109
R2	135-048	135-048	134-084
R1	134-202	134-202	134-060	134-150
PP	134-098	134-098	134-098	134-072
S1	133-252	133-252	134-010	133-200
S2	133-148	133-148	133-306
S3	132-198	132-302	133-281
S4	131-248	132-032	133-206

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	133-140	1-250	1.3%	0-220	0.5%	38%	False	False	1,784,371
10	135-070	132-300	2-090	1.7%	0-192	0.4%	51%	False	False	1,689,734
20	135-070	131-245	3-145	2.6%	0-166	0.4%	68%	False	False	1,531,113
40	135-070	131-140	3-250	2.8%	0-164	0.4%	71%	False	False	1,636,391
60	135-070	130-235	4-155	3.3%	0-158	0.4%	75%	False	False	1,138,511
80	135-070	129-250	5-140	4.1%	0-157	0.4%	80%	False	False	854,142

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138-132
2.618	137-012
1.618	136-062
1.000	135-215
0.618	135-112
HIGH	134-265
0.618	134-162
0.500	134-130
0.382	134-098
LOW	133-315
0.618	133-148
1.000	133-045
1.618	132-198
2.618	131-248
4.250	130-128

Fisher Pivots for day following 21-Jul-2021
Pivot	1 day	3 day
R1	134-130	134-165
PP	134-098	134-122
S1	134-067	134-078

Download as Excel Spreadsheet

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

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