ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 26-Jul-2021

Day Change Summary
	Previous	Current
	23-Jul-2021	26-Jul-2021	Change	Change %	Previous Week
Open	134-040	134-060	0-020	0.0%	133-270
High	134-070	134-190	0-120	0.3%	135-070
Low	133-300	134-020	0-040	0.1%	133-260
Close	134-045	134-065	0-020	0.0%	134-045
Range	0-090	0-170	0-080	88.9%	1-130
ATR	0-178	0-177	-0-001	-0.3%	0-000
Volume	916,473	1,068,621	152,148	16.6%	8,722,985

Daily Pivots for day following 26-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-282	135-183	134-158
R3	135-112	135-013	134-112
R2	134-262	134-262	134-096
R1	134-163	134-163	134-081	134-212
PP	134-092	134-092	134-092	134-116
S1	133-313	133-313	134-049	134-042
S2	133-242	133-242	134-034
S3	133-072	133-143	134-018
S4	132-222	132-293	133-292

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	133-275	1-115	1.0%	0-195	0.5%	25%	False	False	1,507,654
10	135-070	132-300	2-090	1.7%	0-194	0.5%	55%	False	False	1,584,695
20	135-070	131-285	3-105	2.5%	0-171	0.4%	69%	False	False	1,513,842
40	135-070	131-140	3-250	2.8%	0-167	0.4%	73%	False	False	1,542,421
60	135-070	130-315	4-075	3.2%	0-158	0.4%	76%	False	False	1,195,347
80	135-070	129-305	5-085	3.9%	0-157	0.4%	81%	False	False	897,057

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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-272
2.618	135-315
1.618	135-145
1.000	135-040
0.618	134-295
HIGH	134-190
0.618	134-125
0.500	134-105
0.382	134-085
LOW	134-020
0.618	133-235
1.000	133-170
1.618	133-065
2.618	132-215
4.250	131-258

Fisher Pivots for day following 26-Jul-2021
Pivot	1 day	3 day
R1	134-105	134-072
PP	134-092	134-070
S1	134-078	134-068

Download as Excel Spreadsheet

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

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