ECBOT 10 Year T-Note Future September 2021


Trading Metrics calculated at close of trading on 17-Aug-2021
Day Change Summary
Previous Current
16-Aug-2021 17-Aug-2021 Change Change % Previous Week
Open 134-040 134-075 0-035 0.1% 133-290
High 134-180 134-195 0-015 0.0% 134-065
Low 134-020 134-050 0-030 0.1% 133-095
Close 134-105 134-085 -0-020 0.0% 133-305
Range 0-160 0-145 -0-015 -9.4% 0-290
ATR 0-174 0-172 -0-002 -1.2% 0-000
Volume 1,375,814 1,409,107 33,293 2.4% 6,109,054
Daily Pivots for day following 17-Aug-2021
Classic Woodie Camarilla DeMark
R4 135-225 135-140 134-165
R3 135-080 134-315 134-125
R2 134-255 134-255 134-112
R1 134-170 134-170 134-098 134-212
PP 134-110 134-110 134-110 134-131
S1 134-025 134-025 134-072 134-068
S2 133-285 133-285 134-058
S3 133-140 133-200 134-045
S4 132-315 133-055 134-005
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
5 134-195 133-095 1-100 1.0% 0-164 0.4% 74% True False 1,286,795
10 135-140 133-095 2-045 1.6% 0-173 0.4% 45% False False 1,349,298
20 135-140 133-095 2-045 1.6% 0-169 0.4% 45% False False 1,359,884
40 135-140 131-245 3-215 2.7% 0-164 0.4% 68% False False 1,432,362
60 135-140 131-140 4-000 3.0% 0-163 0.4% 71% False False 1,538,975
80 135-140 130-235 4-225 3.5% 0-159 0.4% 75% False False 1,170,036
100 135-140 129-250 5-210 4.2% 0-158 0.4% 79% False False 936,194
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 0-048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-171
2.618 135-255
1.618 135-110
1.000 135-020
0.618 134-285
HIGH 134-195
0.618 134-140
0.500 134-122
0.382 134-105
LOW 134-050
0.618 133-280
1.000 133-225
1.618 133-135
2.618 132-310
4.250 132-074
Fisher Pivots for day following 17-Aug-2021
Pivot 1 day 3 day
R1 134-122 134-061
PP 134-110 134-037
S1 134-098 134-012

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

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