ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 22-Jul-2021

Day Change Summary
	Previous	Current
	21-Jul-2021	22-Jul-2021	Change	Change %	Previous Week
Open	134-170	134-015	-0-155	-0.4%	133-125
High	134-265	134-150	-0-115	-0.3%	133-280
Low	133-315	133-275	-0-040	-0.1%	132-300
Close	134-035	134-080	0-045	0.1%	133-250
Range	0-270	0-195	-0-075	-27.8%	0-300
ATR	0-183	0-184	0-001	0.5%	0-000
Volume	1,909,685	1,449,036	-460,649	-24.1%	7,405,061

Daily Pivots for day following 22-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-007	135-238	134-187
R3	135-132	135-043	134-134
R2	134-257	134-257	134-116
R1	134-168	134-168	134-098	134-212
PP	134-062	134-062	134-062	134-084
S1	133-293	133-293	134-062	134-018
S2	133-187	133-187	134-044
S3	132-312	133-098	134-026
S4	132-117	132-223	133-293

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	133-145	1-245	1.3%	0-231	0.5%	45%	False	False	1,773,527
10	135-070	132-300	2-090	1.7%	0-194	0.5%	58%	False	False	1,641,988
20	135-070	131-245	3-145	2.6%	0-170	0.4%	72%	False	False	1,538,395
40	135-070	131-140	3-250	2.8%	0-166	0.4%	74%	False	False	1,592,357
60	135-070	130-235	4-155	3.3%	0-159	0.4%	78%	False	False	1,162,577
80	135-070	129-250	5-140	4.1%	0-158	0.4%	82%	False	False	872,255

Crabel Price Patterns
NR	True
NR4	True
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	0-036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	137-019
2.618	136-021
1.618	135-146
1.000	135-025
0.618	134-271
HIGH	134-150
0.618	134-076
0.500	134-052
0.382	134-029
LOW	133-275
0.618	133-154
1.000	133-080
1.618	132-279
2.618	132-084
4.250	131-086

Fisher Pivots for day following 22-Jul-2021
Pivot	1 day	3 day
R1	134-071	134-172
PP	134-062	134-142
S1	134-052	134-111

Download as Excel Spreadsheet

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

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