ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 03-Aug-2021

Day Change Summary
	Previous	Current
	02-Aug-2021	03-Aug-2021	Change	Change %	Previous Week
Open	134-170	134-290	0-120	0.3%	134-060
High	135-050	135-060	0-010	0.0%	134-190
Low	134-145	134-250	0-105	0.2%	134-020
Close	135-000	135-000	0-000	0.0%	134-145
Range	0-225	0-130	-0-095	-42.2%	0-170
ATR	0-172	0-169	-0-003	-1.7%	0-000
Volume	1,379,439	1,081,659	-297,780	-21.6%	6,968,418

Daily Pivots for day following 03-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-067	136-003	135-072
R3	135-257	135-193	135-036
R2	135-127	135-127	135-024
R1	135-063	135-063	135-012	135-095
PP	134-317	134-317	134-317	135-012
S1	134-253	134-253	134-308	134-285
S2	134-187	134-187	134-296
S3	134-057	134-123	134-284
S4	133-247	133-313	134-248

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-308	135-237	134-238
R3	135-138	135-067	134-192
R2	134-288	134-288	134-176
R1	134-217	134-217	134-161	134-252
PP	134-118	134-118	134-118	134-136
S1	134-047	134-047	134-129	134-082
S2	133-268	133-268	134-114
S3	133-098	133-197	134-098
S4	132-248	133-027	134-052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-060	134-025	1-035	0.8%	0-154	0.4%	83%	True	False	1,431,312
10	135-060	133-275	1-105	1.0%	0-164	0.4%	86%	True	False	1,370,471
20	135-070	132-300	2-090	1.7%	0-173	0.4%	90%	False	False	1,526,944
40	135-070	131-140	3-250	2.8%	0-172	0.4%	94%	False	False	1,546,710
60	135-070	130-315	4-075	3.1%	0-156	0.4%	95%	False	False	1,333,626
80	135-070	130-170	4-220	3.5%	0-157	0.4%	95%	False	False	1,001,561

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	136-292
2.618	136-080
1.618	135-270
1.000	135-190
0.618	135-140
HIGH	135-060
0.618	135-010
0.500	134-315
0.382	134-300
LOW	134-250
0.618	134-170
1.000	134-120
1.618	134-040
2.618	133-230
4.250	133-018

Fisher Pivots for day following 03-Aug-2021
Pivot	1 day	3 day
R1	134-318	134-287
PP	134-317	134-253
S1	134-315	134-220

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