ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 133-225 133-165 -0-060 -0.1% 134-170
High 133-275 133-290 0-015 0.0% 135-140
Low 133-150 133-095 -0-055 -0.1% 133-285
Close 133-175 133-185 0-010 0.0% 134-000
Range 0-125 0-195 0-070 56.0% 1-175
ATR 0-172 0-174 0-002 0.9% 0-000
Volume 1,281,304 1,724,961 443,657 34.6% 7,060,109
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 135-135 135-035 133-292
R3 134-260 134-160 133-239
R2 134-065 134-065 133-221
R1 133-285 133-285 133-203 134-015
PP 133-190 133-190 133-190 133-215
S1 133-090 133-090 133-167 133-140
S2 132-315 132-315 133-149
S3 132-120 132-215 133-131
S4 131-245 132-020 133-078
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 139-027 138-028 134-272
R3 137-172 136-173 134-136
R2 135-317 135-317 134-091
R1 134-318 134-318 134-045 134-230
PP 134-142 134-142 134-142 134-098
S1 133-143 133-143 133-275 133-055
S2 132-287 132-287 133-229
S3 131-112 131-288 133-184
S4 129-257 130-113 133-048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-290 133-095 1-195 1.2% 0-169 0.4% 17% False True 1,412,231
10 135-140 133-095 2-045 1.6% 0-172 0.4% 13% False True 1,438,524
20 135-140 133-095 2-045 1.6% 0-179 0.4% 13% False True 1,475,042
40 135-140 131-140 4-000 3.0% 0-176 0.4% 54% False False 1,538,317
60 135-140 131-010 4-130 3.3% 0-161 0.4% 58% False False 1,477,822
80 135-140 130-235 4-225 3.5% 0-158 0.4% 60% False False 1,111,270
100 135-140 129-250 5-210 4.2% 0-155 0.4% 67% False False 889,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 136-159
2.618 135-161
1.618 134-286
1.000 134-165
0.618 134-091
HIGH 133-290
0.618 133-216
0.500 133-192
0.382 133-169
LOW 133-095
0.618 132-294
1.000 132-220
1.618 132-099
2.618 131-224
4.250 130-226
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 133-192 133-240
PP 133-190 133-222
S1 133-188 133-203

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

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