ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 05-Aug-2021
Day Change Summary
Previous Current
04-Aug-2021 05-Aug-2021 Change Change % Previous Week
Open 134-315 134-265 -0-050 -0.1% 134-060
High 135-140 134-290 -0-170 -0.4% 134-190
Low 134-200 134-125 -0-075 -0.2% 134-020
Close 134-265 134-160 -0-105 -0.2% 134-145
Range 0-260 0-165 -0-095 -36.5% 0-170
ATR 0-175 0-175 -0-001 -0.4% 0-000
Volume 1,722,812 1,272,560 -450,252 -26.1% 6,968,418
Daily Pivots for day following 05-Aug-2021
Classic Woodie Camarilla DeMark
R4 136-047 135-268 134-251
R3 135-202 135-103 134-205
R2 135-037 135-037 134-190
R1 134-258 134-258 134-175 134-225
PP 134-192 134-192 134-192 134-175
S1 134-093 134-093 134-145 134-060
S2 134-027 134-027 134-130
S3 133-182 133-248 134-115
S4 133-017 133-083 134-069
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
5 135-140 134-060 1-080 0.9% 0-182 0.4% 25% False False 1,441,984
10 135-140 133-300 1-160 1.1% 0-160 0.4% 38% False False 1,334,136
20 135-140 132-300 2-160 1.9% 0-177 0.4% 63% False False 1,488,062
40 135-140 131-140 4-000 3.0% 0-174 0.4% 77% False False 1,542,571
60 135-140 130-315 4-145 3.3% 0-159 0.4% 79% False False 1,383,206
80 135-140 130-235 4-225 3.5% 0-158 0.4% 80% False False 1,039,001
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 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-031
2.618 136-082
1.618 135-237
1.000 135-135
0.618 135-072
HIGH 134-290
0.618 134-227
0.500 134-208
0.382 134-188
LOW 134-125
0.618 134-023
1.000 133-280
1.618 133-178
2.618 133-013
4.250 132-064
Fisher Pivots for day following 05-Aug-2021
Pivot 1 day 3 day
R1 134-208 134-292
PP 134-192 134-248
S1 134-176 134-204

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

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