ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 12-Aug-2021

Day Change Summary
	Previous	Current
	11-Aug-2021	12-Aug-2021	Change	Change %	Previous Week
Open	133-165	133-190	0-025	0.1%	134-170
High	133-290	133-250	-0-040	-0.1%	135-140
Low	133-095	133-130	0-035	0.1%	133-285
Close	133-185	133-145	-0-040	-0.1%	134-000
Range	0-195	0-120	-0-075	-38.5%	1-175
ATR	0-174	0-170	-0-004	-2.2%	0-000
Volume	1,724,961	956,949	-768,012	-44.5%	7,060,109

Daily Pivots for day following 12-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	134-215	134-140	133-211
R3	134-095	134-020	133-178
R2	133-295	133-295	133-167
R1	133-220	133-220	133-156	133-198
PP	133-175	133-175	133-175	133-164
S1	133-100	133-100	133-134	133-078
S2	133-055	133-055	133-123
S3	132-255	132-300	133-112
S4	132-135	132-180	133-079

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	134-150	133-095	1-055	0.9%	0-160	0.4%	13%	False	False	1,349,109
10	135-140	133-095	2-045	1.6%	0-171	0.4%	7%	False	False	1,395,547
20	135-140	133-095	2-045	1.6%	0-178	0.4%	7%	False	False	1,447,727
40	135-140	131-140	4-000	3.0%	0-171	0.4%	50%	False	False	1,508,602
60	135-140	131-010	4-130	3.3%	0-162	0.4%	55%	False	False	1,492,297
80	135-140	130-235	4-225	3.5%	0-157	0.4%	58%	False	False	1,123,214
100	135-140	129-250	5-210	4.2%	0-156	0.4%	65%	False	False	898,675

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	135-120
2.618	134-244
1.618	134-124
1.000	134-050
0.618	134-004
HIGH	133-250
0.618	133-204
0.500	133-190
0.382	133-176
LOW	133-130
0.618	133-056
1.000	133-010
1.618	132-256
2.618	132-136
4.250	131-260

Fisher Pivots for day following 12-Aug-2021
Pivot	1 day	3 day
R1	133-190	133-192
PP	133-175	133-177
S1	133-160	133-161

Download as Excel Spreadsheet

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

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