ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 23-Jul-2021
Day Change Summary
Previous Current
22-Jul-2021 23-Jul-2021 Change Change % Previous Week
Open 134-015 134-040 0-025 0.1% 133-270
High 134-150 134-070 -0-080 -0.2% 135-070
Low 133-275 133-300 0-025 0.1% 133-260
Close 134-080 134-045 -0-035 -0.1% 134-045
Range 0-195 0-090 -0-105 -53.8% 1-130
ATR 0-184 0-178 -0-006 -3.3% 0-000
Volume 1,449,036 916,473 -532,563 -36.8% 8,722,985
Daily Pivots for day following 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 134-302 134-263 134-094
R3 134-212 134-173 134-070
R2 134-122 134-122 134-062
R1 134-083 134-083 134-053 134-102
PP 134-032 134-032 134-032 134-041
S1 133-313 133-313 134-037 134-012
S2 133-262 133-262 134-028
S3 133-172 133-223 134-020
S4 133-082 133-133 133-316
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 138-195 137-250 134-292
R3 137-065 136-120 134-169
R2 135-255 135-255 134-128
R1 134-310 134-310 134-086 135-122
PP 134-125 134-125 134-125 134-191
S1 133-180 133-180 134-004 133-312
S2 132-315 132-315 133-282
S3 131-185 132-050 133-241
S4 130-055 130-240 133-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-070 133-260 1-130 1.0% 0-224 0.5% 23% False False 1,744,597
10 135-070 132-300 2-090 1.7% 0-188 0.4% 53% False False 1,612,804
20 135-070 131-245 3-145 2.6% 0-170 0.4% 69% False False 1,523,016
40 135-070 131-140 3-250 2.8% 0-166 0.4% 71% False False 1,556,416
60 135-070 130-235 4-155 3.3% 0-158 0.4% 76% False False 1,177,697
80 135-070 129-295 5-095 3.9% 0-156 0.4% 80% False False 883,705
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-038
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 135-132
2.618 134-306
1.618 134-216
1.000 134-160
0.618 134-126
HIGH 134-070
0.618 134-036
0.500 134-025
0.382 134-014
LOW 133-300
0.618 133-244
1.000 133-210
1.618 133-154
2.618 133-064
4.250 132-238
Fisher Pivots for day following 23-Jul-2021
Pivot 1 day 3 day
R1 134-038 134-110
PP 134-032 134-088
S1 134-025 134-067

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

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