ECBOT 10 Year T-Note Future September 2021

Trading Metrics calculated at close of trading on 20-Aug-2021

Day Change Summary
	Previous	Current
	19-Aug-2021	20-Aug-2021	Change	Change %	Previous Week
Open	134-070	134-095	0-025	0.1%	134-040
High	134-170	134-140	-0-030	-0.1%	134-195
Low	134-055	134-020	-0-035	-0.1%	133-290
Close	134-105	134-040	-0-065	-0.2%	134-040
Range	0-115	0-120	0-005	4.3%	0-225
ATR	0-166	0-163	-0-003	-2.0%	0-000
Volume	1,408,900	1,095,887	-313,013	-22.2%	6,661,210

Daily Pivots for day following 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	135-107	135-033	134-106
R3	134-307	134-233	134-073
R2	134-187	134-187	134-062
R1	134-113	134-113	134-051	134-090
PP	134-067	134-067	134-067	134-055
S1	133-313	133-313	134-029	133-290
S2	133-267	133-267	134-018
S3	133-147	133-193	134-007
S4	133-027	133-073	133-294

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-103	135-297	134-164
R3	135-198	135-072	134-102
R2	134-293	134-293	134-081
R1	134-167	134-167	134-061	134-152
PP	134-068	134-068	134-068	134-061
S1	133-262	133-262	134-019	133-248
S2	133-163	133-163	133-319
S3	132-258	133-037	133-298
S4	132-033	132-132	133-236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-195	133-290	0-225	0.5%	0-134	0.3%	31%	False	False	1,332,242
10	134-195	133-095	1-100	1.0%	0-148	0.3%	63%	False	False	1,277,026
20	135-140	133-095	2-045	1.6%	0-159	0.4%	39%	False	False	1,339,939
40	135-140	131-245	3-215	2.7%	0-165	0.4%	64%	False	False	1,431,478
60	135-140	131-140	4-000	3.0%	0-164	0.4%	67%	False	False	1,484,257
80	135-140	130-235	4-225	3.5%	0-159	0.4%	72%	False	False	1,218,257
100	135-140	129-295	5-165	4.1%	0-157	0.4%	76%	False	False	974,952

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-010
2.618	135-134
1.618	135-014
1.000	134-260
0.618	134-214
HIGH	134-140
0.618	134-094
0.500	134-080
0.382	134-066
LOW	134-020
0.618	133-266
1.000	133-220
1.618	133-146
2.618	133-026
4.250	132-150

Fisher Pivots for day following 20-Aug-2021
Pivot	1 day	3 day
R1	134-080	134-070
PP	134-067	134-060
S1	134-053	134-050

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols