ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 16-Aug-2021

Day Change Summary
	Previous	Current
	13-Aug-2021	16-Aug-2021	Change	Change %	Previous Week
Open	133-165	134-040	0-195	0.5%	133-290
High	134-030	134-180	0-150	0.3%	134-065
Low	133-150	134-020	0-190	0.4%	133-095
Close	133-305	134-105	0-120	0.3%	133-305
Range	0-200	0-160	-0-040	-20.0%	0-290
ATR	0-173	0-174	0-002	0.9%	0-000
Volume	967,146	1,375,814	408,668	42.3%	6,109,054

Daily Pivots for day following 16-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-262	135-183	134-193
R3	135-102	135-023	134-149
R2	134-262	134-262	134-134
R1	134-183	134-183	134-120	134-222
PP	134-102	134-102	134-102	134-121
S1	134-023	134-023	134-090	134-062
S2	133-262	133-262	134-076
S3	133-102	133-183	134-061
S4	132-262	133-023	134-017

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-172	136-048	134-144
R3	135-202	135-078	134-065
R2	134-232	134-232	134-038
R1	134-108	134-108	134-012	134-170
PP	133-262	133-262	133-262	133-292
S1	133-138	133-138	133-278	133-200
S2	132-292	132-292	133-252
S3	132-002	132-168	133-225
S4	131-032	131-198	133-146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-180	133-095	1-085	0.9%	0-160	0.4%	81%	True	False	1,261,234
10	135-140	133-095	2-045	1.6%	0-172	0.4%	48%	False	False	1,316,553
20	135-140	133-095	2-045	1.6%	0-174	0.4%	48%	False	False	1,399,152
40	135-140	131-245	3-215	2.7%	0-168	0.4%	70%	False	False	1,445,690
60	135-140	131-140	4-000	3.0%	0-162	0.4%	72%	False	False	1,525,357
80	135-140	130-235	4-225	3.5%	0-159	0.4%	76%	False	False	1,152,436
100	135-140	129-250	5-210	4.2%	0-157	0.4%	80%	False	False	922,104

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	0-049
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-220
2.618	135-279
1.618	135-119
1.000	135-020
0.618	134-279
HIGH	134-180
0.618	134-119
0.500	134-100
0.382	134-081
LOW	134-020
0.618	133-241
1.000	133-180
1.618	133-081
2.618	132-241
4.250	131-300

Fisher Pivots for day following 16-Aug-2021
Pivot	1 day	3 day
R1	134-103	134-068
PP	134-102	134-032
S1	134-100	133-315

Download as Excel Spreadsheet

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

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