ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 27-Jul-2021

Day Change Summary
	Previous	Current
	26-Jul-2021	27-Jul-2021	Change	Change %	Previous Week
Open	134-060	134-035	-0-025	-0.1%	133-270
High	134-190	134-180	-0-010	0.0%	135-070
Low	134-020	134-030	0-010	0.0%	133-260
Close	134-065	134-150	0-085	0.2%	134-045
Range	0-170	0-150	-0-020	-11.8%	1-130
ATR	0-177	0-175	-0-002	-1.1%	0-000
Volume	1,068,621	1,204,331	135,710	12.7%	8,722,985

Daily Pivots for day following 27-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-250	135-190	134-232
R3	135-100	135-040	134-191
R2	134-270	134-270	134-178
R1	134-210	134-210	134-164	134-240
PP	134-120	134-120	134-120	134-135
S1	134-060	134-060	134-136	134-090
S2	133-290	133-290	134-122
S3	133-140	133-230	134-109
S4	132-310	133-080	134-068

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	134-265	133-275	0-310	0.7%	0-175	0.4%	63%	False	False	1,309,629
10	135-070	132-300	2-090	1.7%	0-190	0.4%	67%	False	False	1,502,937
20	135-070	132-005	3-065	2.4%	0-172	0.4%	77%	False	False	1,525,725
40	135-070	131-140	3-250	2.8%	0-168	0.4%	80%	False	False	1,527,070
60	135-070	130-315	4-075	3.1%	0-159	0.4%	82%	False	False	1,215,360
80	135-070	129-310	5-080	3.9%	0-156	0.4%	86%	False	False	912,109

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-178
2.618	135-253
1.618	135-103
1.000	135-010
0.618	134-273
HIGH	134-180
0.618	134-123
0.500	134-105
0.382	134-087
LOW	134-030
0.618	133-257
1.000	133-200
1.618	133-107
2.618	132-277
4.250	132-032

Fisher Pivots for day following 27-Jul-2021
Pivot	1 day	3 day
R1	134-135	134-128
PP	134-120	134-107
S1	134-105	134-085

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols